+481.9%
NYT vs BURL
+194.0%
+288.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.4% |
| 7D | -0.6% | -9.9% | +9.3% | +1.3% |
| 30D | +4.6% | -32.4% | +37.0% | +12.3% |
| 3M | -9.6% | -30.2% | +20.6% | -3.6% |
| 6M | -14.0% | -21.3% | +7.3% | -10.6% |
| YTD | -2.8% | -17.2% | +14.4% | -0.3% |
| 1Y | +15.6% | -14.4% | +30.0% | +17.2% |
| 3Y | +56.3% | +55.0% | +1.3% | +36.3% |
| 5Y | +39.5% | -16.8% | +56.3% | +33.3% |
| All | +481.9% | +194.0% | +288.0% | +308.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling