+75.3%
NUE vs BURL
+94.5%
-19.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.1% |
| 7D | -6.2% | +5.9% | -12.1% | -7.2% |
| 30D | +2.5% | -8.3% | +10.8% | +4.0% |
| 3M | -6.4% | -31.6% | +25.3% | +0.5% |
| 6M | +13.3% | -16.6% | +29.9% | +16.2% |
| YTD | +58.5% | -12.1% | +70.6% | +60.3% |
| 1Y | +81.9% | -10.0% | +91.9% | +82.2% |
| 3Y | +75.3% | +94.3% | -19.0% | +65.3% |
| All | +75.3% | +94.5% | -19.2% | +65.3% |
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 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