+418.7%
A vs BURL
+987.9%
-569.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.5% |
| 7D | -5.2% | +3.5% | -8.6% | -5.8% |
| 30D | +1.4% | -9.3% | +10.7% | +3.3% |
| 3M | +21.9% | -32.1% | +54.0% | +31.0% |
| 6M | +46.7% | -19.8% | +66.5% | +51.4% |
| YTD | +27.2% | -13.2% | +40.4% | +28.8% |
| 1Y | +17.9% | -7.8% | +25.8% | +17.4% |
| 3Y | +61.1% | +89.3% | -28.2% | +34.7% |
| 5Y | +13.8% | -15.8% | +29.6% | +7.4% |
| 10Y | +318.8% | +262.2% | +56.6% | +193.4% |
| All | +418.7% | +987.9% | -569.2% | +225.2% |
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 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