+30.2%
ALB vs BURL
+258.4%
-228.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.9% | +6.5% | +4.5% |
| 7D | +5.5% | +3.5% | +2.0% | +4.3% |
| 30D | -7.5% | -9.3% | +1.8% | -4.9% |
| 3M | -16.9% | -32.1% | +15.2% | -7.2% |
| 6M | -49.2% | -19.8% | -29.4% | -46.5% |
| YTD | -29.9% | -13.2% | -16.7% | -28.4% |
| 1Y | +8.2% | -7.8% | +16.0% | +7.4% |
| 3Y | -19.4% | +89.3% | -108.7% | -38.0% |
| 5Y | -61.6% | -15.8% | -45.8% | -63.9% |
| All | +30.2% | +258.4% | -228.2% | -0.1% |
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