+284.5%
ADP vs BURL
+215.5%
+69.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.6% |
| 7D | -3.4% | -2.8% | -0.6% | -2.9% |
| 30D | +2.8% | -28.2% | +30.9% | +9.3% |
| 3M | +20.9% | -17.6% | +38.5% | +25.0% |
| 6M | +29.9% | -11.8% | +41.7% | +31.6% |
| YTD | +9.6% | -8.1% | +17.8% | +10.1% |
| 1Y | -5.3% | -12.0% | +6.7% | -4.7% |
| 3Y | +16.5% | +63.3% | -46.8% | -1.5% |
| 5Y | +49.4% | -10.8% | +60.2% | +40.9% |
| All | +284.5% | +215.5% | +69.0% | +182.8% |
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