+316.8%
ADP vs BURL
+252.7%
+64.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +3.2% | +4.1% | -0.8% | +2.4% |
| 30D | +14.9% | -9.5% | +24.4% | +16.9% |
| 3M | +11.6% | -33.5% | +45.1% | +20.1% |
| 6M | +48.5% | -22.1% | +70.6% | +54.2% |
| YTD | +20.6% | -14.6% | +35.1% | +22.4% |
| 1Y | +23.7% | -8.4% | +32.1% | +23.2% |
| 3Y | +47.8% | +86.6% | -38.8% | +20.6% |
| 5Y | +47.7% | -17.2% | +64.9% | +41.3% |
| All | +316.8% | +252.7% | +64.2% | +197.4% |
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