+157.4%
ALL vs BURL
+63.9%
+93.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -4.0% | -1.5% |
| 7D | 0.0% | -2.8% | +2.8% | +0.1% |
| 30D | -1.5% | -28.2% | +26.7% | -0.2% |
| 3M | +23.6% | -17.6% | +41.2% | +24.6% |
| 6M | +22.3% | -11.8% | +34.1% | +22.8% |
| YTD | +26.5% | -8.1% | +34.7% | +26.6% |
| 1Y | +27.0% | -12.0% | +39.0% | +27.3% |
| All | +157.4% | +63.9% | +93.4% | +142.8% |
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 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