+283.9%
ACWI vs BURL
+1,051.1%
-767.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.5% |
| 7D | +0.5% | -2.8% | +3.3% | +1.0% |
| 30D | +0.9% | -28.2% | +29.0% | +7.0% |
| 3M | +2.4% | -17.6% | +20.0% | +5.7% |
| 6M | +12.4% | -11.8% | +24.2% | +14.1% |
| YTD | +15.2% | -8.1% | +23.3% | +15.9% |
| 1Y | +22.7% | -12.0% | +34.7% | +23.8% |
| 3Y | +75.8% | +63.3% | +12.5% | +53.9% |
| 5Y | +67.7% | -10.8% | +78.5% | +59.0% |
| 10Y | +229.0% | +215.9% | +13.1% | +146.3% |
| All | +283.9% | +1,051.1% | -767.2% | +159.8% |
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