+157.5%
ADBE vs BURL
+215.5%
-58.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.4% | -7.3% |
| 7D | -8.6% | -2.8% | -5.8% | -8.1% |
| 30D | +2.8% | -28.2% | +30.9% | +10.4% |
| 3M | +3.1% | -17.6% | +20.7% | +7.3% |
| 6M | -2.4% | -11.8% | +9.4% | -0.7% |
| YTD | -23.9% | -8.1% | -15.7% | -23.5% |
| 1Y | -22.6% | -12.0% | -10.6% | -22.0% |
| 3Y | -52.7% | +63.3% | -116.0% | -60.4% |
| 5Y | -60.0% | -10.8% | -49.2% | -62.6% |
| All | +157.5% | +215.5% | -58.0% | +96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling