+40.9%
NYT vs BURL
-13.9%
+54.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.6% |
| 7D | +0.3% | -2.6% | +2.9% | +0.8% |
| 30D | +7.0% | -30.8% | +37.7% | +13.7% |
| 3M | -7.9% | -18.7% | +10.8% | -4.8% |
| 6M | -15.0% | -16.4% | +1.4% | -12.9% |
| YTD | -1.3% | -11.6% | +10.3% | 0.0% |
| 1Y | +16.9% | -12.0% | +28.9% | +17.9% |
| 3Y | +58.9% | +63.6% | -4.7% | +38.2% |
| 5Y | +40.9% | -12.6% | +53.5% | +33.7% |
| All | +40.9% | -13.9% | +54.7% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling