+583.7%
NXPI vs BURL
+1,051.1%
-467.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.4% | +0.4% |
| 7D | +1.9% | -2.8% | +4.7% | +2.7% |
| 30D | -1.4% | -28.2% | +26.7% | +9.0% |
| 3M | -29.1% | -17.6% | -11.5% | -25.1% |
| 6M | +6.2% | -11.8% | +18.0% | +8.9% |
| YTD | +5.9% | -8.1% | +14.0% | +7.0% |
| 1Y | +2.9% | -12.0% | +14.8% | +4.5% |
| 3Y | +14.5% | +63.3% | -48.8% | -7.0% |
| 5Y | +17.1% | -10.8% | +27.9% | +9.7% |
| 10Y | +193.4% | +215.9% | -22.6% | +89.8% |
| All | +583.7% | +1,051.1% | -467.4% | +247.2% |
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