+45.3%
AR vs BURL
+252.7%
-207.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -14.3% | +4.1% | -18.3% | -15.3% |
| 30D | +1.4% | -9.5% | +10.9% | +3.5% |
| 3M | +3.4% | -33.5% | +36.9% | +13.4% |
| 6M | -2.1% | -22.1% | +20.0% | +2.2% |
| YTD | +4.7% | -14.6% | +19.3% | +5.8% |
| 1Y | +10.6% | -8.4% | +18.9% | +9.0% |
| 3Y | +24.6% | +86.6% | -62.0% | -4.3% |
| 5Y | +71.9% | -17.2% | +89.1% | +61.1% |
| All | +45.3% | +252.7% | -207.4% | -1.2% |
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