+808.8%
NOW vs BURL
+215.5%
+593.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.6% |
| 7D | -2.4% | -2.8% | +0.4% | -1.8% |
| 30D | +20.5% | -28.2% | +48.7% | +29.8% |
| 3M | +18.3% | -17.6% | +35.9% | +23.1% |
| 6M | +24.1% | -11.8% | +35.8% | +26.2% |
| YTD | -7.8% | -8.1% | +0.4% | -7.5% |
| 1Y | -21.4% | -12.0% | -9.4% | -21.0% |
| 3Y | +19.5% | +63.3% | -43.8% | -1.1% |
| 5Y | +4.1% | -10.8% | +14.9% | -4.3% |
| All | +808.8% | +215.5% | +593.3% | +597.2% |
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