+436.0%
NUE vs BURL
+247.8%
+188.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.2% |
| 7D | -6.2% | +5.9% | -12.1% | -7.8% |
| 30D | +2.5% | -8.3% | +10.8% | +4.6% |
| 3M | -6.4% | -31.6% | +25.3% | +3.3% |
| 6M | +13.3% | -16.6% | +29.9% | +17.4% |
| YTD | +58.5% | -12.1% | +70.6% | +61.0% |
| 1Y | +81.9% | -10.0% | +91.9% | +82.2% |
| 3Y | +75.3% | +94.3% | -19.0% | +34.3% |
| 5Y | +149.9% | -13.2% | +163.2% | +133.3% |
| 10Y | +436.0% | +252.5% | +183.5% | +241.6% |
| All | +436.0% | +247.8% | +188.2% | +241.6% |
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