-41.1%
NRG vs BURL
-13.7%
-27.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | +21.7% | +0.4% | +21.3% | +21.6% |
| 30D | -8.1% | -4.3% | -3.7% | -7.2% |
| 3M | -18.3% | -28.8% | +10.4% | -13.7% |
| 6M | -28.0% | -12.8% | -15.2% | -27.9% |
| YTD | -37.5% | -12.8% | -24.7% | -36.9% |
| 1Y | -41.1% | -12.3% | -28.8% | -40.3% |
| All | -41.1% | -13.7% | -27.4% | -40.3% |
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 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