+45.8%
NU vs BURL
+97.8%
-52.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | +2.8% | -0.8% | +3.6% | +3.0% |
| 30D | -23.0% | -4.4% | -18.6% | -22.2% |
| 3M | -9.7% | -28.6% | +18.8% | -1.8% |
| 6M | -8.7% | -12.3% | +3.6% | -6.9% |
| YTD | -26.4% | -11.3% | -15.1% | -25.3% |
| 1Y | -24.8% | -10.4% | -14.4% | -24.4% |
| All | +45.8% | +97.8% | -52.0% | +25.1% |
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