+13.8%
A vs BURL
-15.9%
+29.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.4% |
| 7D | -5.2% | +3.5% | -8.6% | -5.9% |
| 30D | +1.4% | -9.3% | +10.7% | +3.3% |
| 3M | +21.9% | -32.1% | +54.0% | +31.4% |
| 6M | +46.7% | -19.8% | +66.5% | +51.4% |
| YTD | +27.2% | -13.2% | +40.4% | +28.6% |
| 1Y | +17.9% | -7.8% | +25.8% | +16.9% |
| 3Y | +61.1% | +89.3% | -28.2% | +31.1% |
| 5Y | +13.8% | -15.8% | +29.6% | -1.2% |
| All | +13.8% | -15.9% | +29.7% | -1.2% |
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