+581.6%
NUE vs BURL
+970.5%
-388.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -10.6% | +4.1% | -14.6% | -11.5% |
| 30D | -0.6% | -9.5% | +8.9% | +1.7% |
| 3M | -9.7% | -33.5% | +23.8% | -0.5% |
| 6M | +5.1% | -22.1% | +27.2% | +10.6% |
| YTD | +51.4% | -14.6% | +66.0% | +54.8% |
| 1Y | +71.3% | -8.4% | +79.7% | +70.8% |
| 3Y | +66.8% | +86.6% | -19.7% | +33.1% |
| 5Y | +134.8% | -17.2% | +152.0% | +122.4% |
| 10Y | +506.1% | +256.4% | +249.8% | +311.4% |
| All | +581.6% | +970.5% | -388.9% | +321.4% |
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