+129.2%
ADBE vs BURL
+254.9%
-125.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -4.4% | -0.8% | -3.6% | -4.2% |
| 30D | -0.2% | -4.4% | +4.2% | +0.7% |
| 3M | -9.9% | -28.6% | +18.7% | -3.4% |
| 6M | -3.5% | -12.3% | +8.8% | -1.7% |
| YTD | -32.1% | -11.3% | -20.8% | -31.5% |
| 1Y | -28.7% | -10.4% | -18.3% | -28.5% |
| 3Y | -60.2% | +96.1% | -156.3% | -68.3% |
| 5Y | -63.1% | -5.0% | -58.0% | -66.0% |
| 10Y | +129.2% | +251.8% | -122.6% | +69.4% |
| All | +129.2% | +254.9% | -125.8% | +69.4% |
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