-18.0%
NRG vs BURL
-12.4%
-5.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.3% | +1.3% |
| 7D | +9.3% | -2.6% | +11.8% | +9.8% |
| 30D | +1.3% | -30.8% | +32.1% | +8.7% |
| 3M | -6.0% | -18.7% | +12.7% | -3.2% |
| 6M | -22.0% | -16.4% | -5.5% | -20.7% |
| YTD | -24.1% | -11.6% | -12.6% | -23.6% |
| 1Y | -18.0% | -12.0% | -6.0% | -23.8% |
| All | -18.0% | -12.4% | -5.7% | -23.8% |
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