+28.5%
NKE vs BURL
+970.5%
-942.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.0% |
| 7D | -0.2% | +4.1% | -4.3% | -1.3% |
| 30D | +12.3% | -9.5% | +21.8% | +15.3% |
| 3M | -7.1% | -33.5% | +26.4% | +3.4% |
| 6M | -10.3% | -22.1% | +11.8% | -4.9% |
| YTD | -37.8% | -14.6% | -23.3% | -36.0% |
| 1Y | -35.6% | -8.4% | -27.2% | -35.4% |
| 3Y | -61.4% | +86.6% | -148.0% | -69.2% |
| 5Y | -76.2% | -17.2% | -59.0% | -77.3% |
| 10Y | -10.7% | +256.4% | -267.0% | -41.2% |
| All | +28.5% | +970.5% | -942.1% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling