+145.0%
NUE vs BURL
-11.0%
+156.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -1.1% |
| 7D | +4.2% | -2.8% | +7.0% | +4.8% |
| 30D | -5.0% | -28.2% | +23.2% | +2.5% |
| 3M | -0.2% | -17.6% | +17.4% | +4.0% |
| 6M | +49.1% | -11.8% | +60.9% | +52.0% |
| YTD | +61.0% | -8.1% | +69.1% | +62.3% |
| 1Y | +82.5% | -12.0% | +94.5% | +84.6% |
| 3Y | +57.9% | +63.3% | -5.4% | +33.8% |
| All | +145.0% | -11.0% | +156.0% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling