+200.5%
NXPI vs BURL
+261.4%
-60.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.2% | -0.9% | +1.9% |
| 7D | -0.3% | +7.7% | -8.0% | -2.8% |
| 30D | +12.7% | -7.1% | +19.9% | +15.3% |
| 3M | +7.5% | -30.3% | +37.8% | +20.2% |
| 6M | -12.3% | -15.5% | +3.2% | -8.7% |
| YTD | +19.7% | -11.0% | +30.7% | +21.7% |
| 1Y | +27.6% | -8.4% | +36.0% | +27.6% |
| 3Y | +50.0% | +96.7% | -46.7% | +12.3% |
| 5Y | +27.2% | -14.1% | +41.2% | +20.4% |
| 10Y | +200.5% | +255.1% | -54.5% | +110.8% |
| All | +200.5% | +261.4% | -60.9% | +110.8% |
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