+61.3%
NYT vs BURL
-14.7%
+76.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.8% |
| 7D | +8.1% | +5.9% | +2.3% | +7.1% |
| 30D | +9.4% | -8.3% | +17.8% | +10.9% |
| 3M | +12.4% | -31.6% | +44.1% | +19.4% |
| 6M | -8.0% | -16.6% | +8.6% | -5.9% |
| YTD | +5.8% | -12.1% | +17.9% | +7.0% |
| 1Y | +17.4% | -10.0% | +27.3% | +17.8% |
| 3Y | +72.4% | +94.3% | -21.8% | +44.1% |
| 5Y | +61.3% | -13.2% | +74.5% | +53.6% |
| All | +61.3% | -14.7% | +76.0% | +53.6% |
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 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