+499.2%
NOW vs BURL
+252.7%
+246.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | -3.0% | +4.1% | -7.1% | -3.9% |
| 30D | -26.0% | -9.5% | -16.6% | -24.6% |
| 3M | -13.1% | -33.5% | +20.4% | -5.3% |
| 6M | +14.5% | -22.1% | +36.6% | +19.4% |
| YTD | -33.4% | -14.6% | -18.9% | -32.5% |
| 1Y | -40.6% | -8.4% | -32.3% | -41.2% |
| 3Y | -16.3% | +86.6% | -102.9% | -33.6% |
| 5Y | -26.3% | -17.2% | -9.2% | -31.4% |
| All | +499.2% | +252.7% | +246.5% | +335.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling