+275.8%
ACWI vs BURL
+1,021.0%
-745.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +0.3% |
| 7D | -0.5% | +10.4% | -10.9% | -2.3% |
| 30D | -1.6% | -4.9% | +3.3% | -0.8% |
| 3M | -1.3% | -29.8% | +28.4% | +4.8% |
| 6M | +5.8% | -16.5% | +22.3% | +8.4% |
| YTD | +12.7% | -10.5% | +23.3% | +13.7% |
| 1Y | +15.0% | -5.3% | +20.3% | +14.3% |
| 3Y | +77.5% | +95.1% | -17.5% | +50.0% |
| 5Y | +61.9% | -12.1% | +73.9% | +53.6% |
| 10Y | +236.1% | +273.2% | -37.0% | +146.4% |
| All | +275.8% | +1,021.0% | -745.1% | +154.8% |
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