+61.9%
ACWI vs BURL
-10.9%
+72.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +0.4% |
| 7D | -0.5% | +10.4% | -10.9% | -2.1% |
| 30D | -1.6% | -4.9% | +3.3% | -0.9% |
| 3M | -1.3% | -29.8% | +28.4% | +4.2% |
| 6M | +5.8% | -16.5% | +22.3% | +8.2% |
| YTD | +12.7% | -10.5% | +23.3% | +13.6% |
| 1Y | +15.0% | -5.3% | +20.3% | +14.3% |
| 3Y | +77.5% | +95.1% | -17.5% | +52.6% |
| 5Y | +61.9% | -12.1% | +73.9% | +52.7% |
| All | +61.9% | -10.9% | +72.8% | +52.7% |
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