+15.7%
NYT vs BURL
-17.0%
+32.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.4% | -1.4% |
| 7D | -1.6% | -7.0% | +5.4% | -0.9% |
| 30D | +2.8% | -35.6% | +38.4% | +7.2% |
| 3M | -9.2% | -26.3% | +17.1% | -6.4% |
| 6M | -17.1% | -20.7% | +3.6% | -14.7% |
| YTD | -3.2% | -17.2% | +13.9% | -0.7% |
| 1Y | +15.7% | -15.0% | +30.8% | +17.6% |
| All | +15.7% | -17.0% | +32.7% | +17.6% |
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