-24.6%
NU vs BURL
-10.6%
-14.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | +4.0% | +5.9% | -1.8% | +3.2% |
| 30D | -25.1% | -8.3% | -16.8% | -24.5% |
| 3M | -12.8% | -31.6% | +18.8% | -8.7% |
| 6M | -12.5% | -16.6% | +4.1% | -11.3% |
| YTD | -27.8% | -12.1% | -15.8% | -26.0% |
| 1Y | -24.6% | -10.0% | -14.6% | -22.3% |
| All | -24.6% | -10.6% | -14.0% | -22.3% |
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