+17.1%
NXPI vs BURL
-11.0%
+28.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.4% | +0.5% |
| 7D | +1.9% | -2.8% | +4.7% | +2.7% |
| 30D | -1.4% | -28.2% | +26.7% | +8.8% |
| 3M | -29.1% | -17.6% | -11.5% | -25.2% |
| 6M | +6.2% | -11.8% | +18.0% | +8.7% |
| YTD | +5.9% | -8.1% | +14.0% | +6.8% |
| 1Y | +2.9% | -12.0% | +14.8% | +4.3% |
| 3Y | +14.5% | +63.3% | -48.8% | -5.8% |
| All | +17.1% | -11.0% | +28.1% | +14.6% |
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