+323.8%
A vs BURL
+261.4%
+62.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.1% | +2.2% |
| 7D | +4.8% | +7.7% | -2.9% | +3.1% |
| 30D | +5.6% | -7.1% | +12.8% | +7.1% |
| 3M | +23.6% | -30.3% | +53.9% | +32.5% |
| 6M | +56.4% | -15.5% | +71.9% | +59.8% |
| YTD | +33.4% | -11.0% | +44.4% | +34.4% |
| 1Y | +23.7% | -8.4% | +32.1% | +23.3% |
| 3Y | +71.0% | +96.7% | -25.7% | +40.4% |
| 5Y | +16.8% | -14.1% | +30.9% | +9.4% |
| 10Y | +323.8% | +255.1% | +68.7% | +224.5% |
| All | +323.8% | +261.4% | +62.4% | +224.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling