-26.0%
NOW vs BURL
-15.9%
-10.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -5.2% |
| 7D | -6.7% | +3.5% | -10.1% | -7.4% |
| 30D | -25.8% | -9.3% | -16.5% | -24.3% |
| 3M | -12.7% | -32.1% | +19.4% | -4.5% |
| 6M | +11.2% | -19.8% | +31.1% | +15.6% |
| YTD | -33.2% | -13.2% | -20.0% | -32.5% |
| 1Y | -41.8% | -7.8% | -34.0% | -42.7% |
| 3Y | -15.7% | +89.3% | -105.0% | -37.3% |
| 5Y | -26.0% | -15.8% | -10.2% | -29.3% |
| All | -26.0% | -15.9% | -10.2% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling