+636.8%
NXPI vs BURL
+987.9%
-351.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.9% | -4.8% | -6.8% |
| 7D | -8.1% | +3.5% | -11.6% | -9.1% |
| 30D | 0.0% | -9.3% | +9.3% | +2.9% |
| 3M | +6.2% | -32.1% | +38.3% | +19.1% |
| 6M | -15.7% | -19.8% | +4.1% | -11.0% |
| YTD | +14.1% | -13.2% | +27.3% | +16.9% |
| 1Y | +18.2% | -7.8% | +26.0% | +18.0% |
| 3Y | +42.0% | +89.3% | -47.3% | +10.0% |
| 5Y | +19.5% | -15.8% | +35.3% | +13.7% |
| 10Y | +182.3% | +262.2% | -79.8% | +77.5% |
| All | +636.8% | +987.9% | -351.1% | +279.5% |
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