+434.6%
NUE vs BURL
+261.4%
+173.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +0.6% |
| 7D | -10.2% | +7.7% | -17.9% | -12.1% |
| 30D | -0.4% | -7.1% | +6.7% | +1.4% |
| 3M | -8.4% | -30.3% | +21.9% | +0.6% |
| 6M | +10.1% | -15.5% | +25.6% | +13.7% |
| YTD | +54.1% | -11.0% | +65.0% | +55.9% |
| 1Y | +74.7% | -8.4% | +83.2% | +74.2% |
| 3Y | +72.0% | +96.7% | -24.7% | +31.3% |
| 5Y | +136.4% | -14.1% | +150.4% | +121.6% |
| 10Y | +434.6% | +255.1% | +179.6% | +242.2% |
| All | +434.6% | +261.4% | +173.2% | +242.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling