+117.2%
ALL vs BURL
+89.8%
+27.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.8% |
| 7D | +4.2% | +3.5% | +0.8% | +4.1% |
| 30D | +18.9% | -9.3% | +28.2% | +19.2% |
| 3M | +1.2% | -32.1% | +33.3% | +2.5% |
| 6M | +23.2% | -19.8% | +43.0% | +24.1% |
| YTD | +30.0% | -13.2% | +43.2% | +30.3% |
| 1Y | +39.6% | -7.8% | +47.4% | +39.4% |
| All | +117.2% | +89.8% | +27.5% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling