-18.6%
NRG vs BURL
-9.5%
-9.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.6% | +3.8% | +5.9% |
| 7D | +7.1% | -2.8% | +9.9% | +7.7% |
| 30D | -1.4% | -28.2% | +26.7% | +5.0% |
| 3M | -10.5% | -17.6% | +7.1% | -7.9% |
| 6M | -26.7% | -11.8% | -15.0% | -26.3% |
| YTD | -24.5% | -8.1% | -16.4% | -24.6% |
| 1Y | -18.6% | -12.0% | -6.6% | -24.4% |
| All | -18.6% | -9.5% | -9.0% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling