+698.9%
NXPI vs BURL
+1,021.0%
-322.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | -1.6% |
| 7D | +5.3% | +10.4% | -5.1% | +2.0% |
| 30D | +9.5% | -4.9% | +14.5% | +11.0% |
| 3M | +12.0% | -29.8% | +41.8% | +24.2% |
| 6M | -8.1% | -16.5% | +8.3% | -4.2% |
| YTD | +23.7% | -10.5% | +34.2% | +25.5% |
| 1Y | +31.9% | -5.3% | +37.2% | +30.5% |
| 3Y | +53.9% | +95.1% | -41.1% | +18.1% |
| 5Y | +32.5% | -12.1% | +44.6% | +24.3% |
| 10Y | +206.1% | +273.2% | -67.1% | +90.5% |
| All | +698.9% | +1,021.0% | -322.1% | +307.4% |
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