+898.2%
NRG vs BURL
+261.4%
+636.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.2% | +6.1% | +9.3% |
| 7D | +2.9% | +7.7% | -4.8% | +0.7% |
| 30D | -9.3% | -7.1% | -2.2% | -8.0% |
| 3M | -17.1% | -30.3% | +13.2% | -10.0% |
| 6M | -28.9% | -15.5% | -13.3% | -26.9% |
| YTD | -37.9% | -11.0% | -27.0% | -37.2% |
| 1Y | -42.7% | -8.4% | -34.3% | -42.7% |
| 3Y | +127.5% | +96.7% | +30.8% | +86.8% |
| 5Y | +217.4% | -14.1% | +231.5% | +205.0% |
| 10Y | +898.2% | +255.1% | +643.1% | +762.1% |
| All | +898.2% | +261.4% | +636.8% | +762.1% |
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