-12.0%
A vs BURL
-11.0%
-1.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | 0.0% |
| 7D | -1.9% | -2.8% | +0.9% | -1.4% |
| 30D | +6.9% | -28.2% | +35.1% | +14.2% |
| 3M | +9.2% | -17.6% | +26.8% | +13.2% |
| 6M | +25.7% | -11.8% | +37.5% | +27.4% |
| YTD | +11.5% | -8.1% | +19.7% | +11.8% |
| 1Y | +18.4% | -12.0% | +30.3% | +19.0% |
| 3Y | +26.6% | +63.3% | -36.7% | +6.9% |
| All | -12.0% | -11.0% | -1.1% | -22.2% |
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