+562.4%
NYT vs BURL
+992.7%
-430.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | +9.0% | +0.4% | +8.5% | +8.9% |
| 30D | +6.8% | -4.3% | +11.2% | +7.6% |
| 3M | +12.1% | -28.8% | +40.9% | +18.6% |
| 6M | -7.7% | -12.8% | +5.1% | -6.3% |
| YTD | +4.2% | -12.8% | +17.0% | +5.5% |
| 1Y | +14.3% | -12.3% | +26.6% | +15.3% |
| 3Y | +69.8% | +92.7% | -22.9% | +42.9% |
| 5Y | +57.7% | -6.5% | +64.2% | +47.4% |
| 10Y | +538.7% | +245.7% | +293.0% | +351.8% |
| All | +562.4% | +992.7% | -430.4% | +319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling