+228.0%
NRG vs BURL
+66.7%
+161.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.6% | +3.8% | +5.7% |
| 7D | +7.1% | -2.8% | +9.9% | +7.9% |
| 30D | -1.4% | -28.2% | +26.7% | +7.9% |
| 3M | -10.5% | -17.6% | +7.1% | -6.2% |
| 6M | -26.7% | -11.8% | -15.0% | -25.2% |
| YTD | -24.5% | -8.1% | -16.4% | -23.9% |
| 1Y | -18.6% | -12.0% | -6.6% | -17.6% |
| All | +228.0% | +66.7% | +161.3% | +196.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling