+82.5%
NUE vs BURL
-9.5%
+92.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -0.9% |
| 7D | +4.2% | -2.8% | +7.0% | +4.6% |
| 30D | -5.0% | -28.2% | +23.2% | -0.5% |
| 3M | -0.2% | -17.6% | +17.4% | +2.3% |
| 6M | +49.1% | -11.8% | +60.9% | +50.9% |
| YTD | +61.0% | -8.1% | +69.1% | +62.1% |
| 1Y | +82.5% | -12.0% | +94.5% | +84.4% |
| All | +82.5% | -9.5% | +92.1% | +84.4% |
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 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