+16.5%
NYT vs BURL
-4.6%
+21.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.7% | -8.6% | -1.4% |
| 7D | -3.9% | +10.4% | -14.3% | -4.5% |
| 30D | +4.3% | -4.9% | +9.2% | +4.7% |
| 3M | -11.7% | -29.8% | +18.0% | -8.1% |
| 6M | -14.4% | -16.5% | +2.0% | -12.2% |
| YTD | -3.0% | -10.5% | +7.5% | -0.8% |
| 1Y | +16.5% | -5.3% | +21.9% | +18.7% |
| All | +16.5% | -4.6% | +21.1% | +18.7% |
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