+322.1%
ADP vs BURL
+258.4%
+63.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.7% |
| 7D | +7.4% | +3.5% | +3.9% | +6.6% |
| 30D | +17.1% | -9.3% | +26.4% | +19.1% |
| 3M | +14.4% | -32.1% | +46.5% | +22.7% |
| 6M | +47.9% | -19.8% | +67.7% | +52.7% |
| YTD | +22.1% | -13.2% | +35.3% | +23.5% |
| 1Y | +21.8% | -7.8% | +29.6% | +21.1% |
| 3Y | +50.5% | +89.3% | -38.8% | +22.5% |
| 5Y | +49.6% | -15.8% | +65.4% | +42.6% |
| All | +322.1% | +258.4% | +63.7% | +200.1% |
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