+56.0%
NYT vs BURL
+66.7%
-10.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | 0.0% |
| 7D | -1.3% | -2.8% | +1.5% | -1.0% |
| 30D | +2.7% | -28.2% | +30.9% | +6.8% |
| 3M | -10.3% | -17.6% | +7.3% | -8.3% |
| 6M | -16.6% | -11.8% | -4.8% | -15.5% |
| YTD | -2.3% | -8.1% | +5.9% | -1.6% |
| 1Y | +15.0% | -12.0% | +27.0% | +16.0% |
| All | +56.0% | +66.7% | -10.7% | +43.1% |
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