+120.2%
ADBE vs BURL
+252.7%
-132.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.5% |
| 7D | -4.4% | +4.1% | -8.4% | -5.3% |
| 30D | +2.8% | -9.5% | +12.3% | +5.0% |
| 3M | -8.0% | -33.5% | +25.5% | +0.3% |
| 6M | -4.3% | -22.1% | +17.7% | +0.1% |
| YTD | -31.6% | -14.6% | -17.1% | -30.4% |
| 1Y | -26.9% | -8.4% | -18.5% | -27.1% |
| 3Y | -57.7% | +86.6% | -144.2% | -65.9% |
| 5Y | -63.9% | -17.2% | -46.7% | -65.7% |
| All | +120.2% | +252.7% | -132.4% | +62.4% |
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