+181.7%
NRG vs BURL
-17.2%
+198.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.6% | +11.2% | +10.0% |
| 7D | -7.6% | +4.1% | -11.7% | -8.8% |
| 30D | -18.3% | -9.5% | -8.8% | -16.8% |
| 3M | -25.5% | -33.5% | +8.0% | -18.6% |
| 6M | -40.9% | -22.1% | -18.8% | -38.2% |
| YTD | -43.7% | -14.6% | -29.2% | -42.6% |
| 1Y | -47.3% | -8.4% | -39.0% | -47.5% |
| 3Y | +103.2% | +86.6% | +16.6% | +77.3% |
| All | +181.7% | -17.2% | +198.9% | +171.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling