-10.7%
NOW vs BURL
+95.5%
-106.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.7% | -8.0% | -1.0% |
| 7D | -27.5% | +10.4% | -37.9% | -28.3% |
| 30D | -20.0% | -4.9% | -15.1% | -19.6% |
| 3M | -7.9% | -29.8% | +21.9% | -3.9% |
| 6M | +18.3% | -16.5% | +34.8% | +20.0% |
| YTD | -29.0% | -10.5% | -18.4% | -28.8% |
| 1Y | -38.7% | -5.3% | -33.4% | -39.4% |
| All | -10.7% | +95.5% | -106.2% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling