+77.4%
ACWI vs BURL
+95.5%
-18.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +0.6% |
| 7D | -0.5% | +10.4% | -10.9% | -1.9% |
| 30D | -1.6% | -4.9% | +3.3% | -1.0% |
| 3M | -1.3% | -29.8% | +28.4% | +3.5% |
| 6M | +5.8% | -16.5% | +22.3% | +7.8% |
| YTD | +12.7% | -10.5% | +23.3% | +13.5% |
| 1Y | +15.0% | -5.3% | +20.3% | +14.4% |
| All | +77.4% | +95.5% | -18.1% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling