+72.4%
NYT vs BURL
+94.5%
-22.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.7% |
| 7D | +8.1% | +5.9% | +2.3% | +7.5% |
| 30D | +9.4% | -8.3% | +17.8% | +10.3% |
| 3M | +12.4% | -31.6% | +44.1% | +16.9% |
| 6M | -8.0% | -16.6% | +8.6% | -6.4% |
| YTD | +5.8% | -12.1% | +17.9% | +6.9% |
| 1Y | +17.4% | -10.0% | +27.3% | +18.0% |
| 3Y | +72.4% | +94.3% | -21.8% | +66.0% |
| All | +72.4% | +94.5% | -22.1% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling