+15.0%
NYT vs BURL
-9.5%
+24.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.1% |
| 7D | -1.3% | -2.8% | +1.5% | -1.0% |
| 30D | +2.7% | -28.2% | +30.9% | +6.1% |
| 3M | -10.3% | -17.6% | +7.3% | -8.4% |
| 6M | -16.6% | -11.8% | -4.8% | -15.0% |
| YTD | -2.3% | -8.1% | +5.9% | -0.7% |
| 1Y | +15.0% | -12.0% | +27.0% | +16.0% |
| All | +15.0% | -9.5% | +24.5% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling