+624.7%
NUE vs BURL
+1,051.1%
-426.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -1.2% |
| 7D | +4.2% | -2.8% | +7.0% | +4.9% |
| 30D | -5.0% | -28.2% | +23.2% | +3.2% |
| 3M | -0.2% | -17.6% | +17.4% | +4.4% |
| 6M | +49.1% | -11.8% | +60.9% | +52.3% |
| YTD | +61.0% | -8.1% | +69.1% | +62.5% |
| 1Y | +82.5% | -12.0% | +94.5% | +84.8% |
| 3Y | +57.9% | +63.3% | -5.4% | +31.2% |
| 5Y | +146.6% | -10.8% | +157.4% | +129.9% |
| 10Y | +561.6% | +215.9% | +345.7% | +356.2% |
| All | +624.7% | +1,051.1% | -426.4% | +342.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling