+374.8%
ALL vs BURL
+252.7%
+122.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.2% |
| 7D | -1.9% | +4.1% | -6.0% | -2.6% |
| 30D | +13.8% | -9.5% | +23.2% | +15.5% |
| 3M | -7.0% | -33.5% | +26.5% | -1.1% |
| 6M | +18.0% | -22.1% | +40.1% | +21.8% |
| YTD | +24.2% | -14.6% | +38.8% | +25.7% |
| 1Y | +31.2% | -8.4% | +39.5% | +30.7% |
| 3Y | +107.5% | +86.6% | +21.0% | +74.7% |
| 5Y | +144.8% | -17.2% | +162.0% | +135.5% |
| All | +374.8% | +252.7% | +122.1% | +271.3% |
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