+540.3%
NYT vs BURL
+232.1%
+308.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +2.5% |
| 7D | +6.5% | -1.6% | +8.1% | +6.8% |
| 30D | +8.4% | -7.7% | +16.2% | +9.9% |
| 3M | +13.9% | -31.7% | +45.6% | +21.6% |
| 6M | -4.8% | -15.2% | +10.4% | -2.8% |
| YTD | +6.2% | -15.9% | +22.1% | +8.2% |
| 1Y | +14.3% | -14.2% | +28.5% | +15.6% |
| 3Y | +73.6% | +93.5% | -19.9% | +44.3% |
| 5Y | +60.6% | -9.9% | +70.5% | +50.9% |
| All | +540.3% | +232.1% | +308.2% | +360.9% |
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