+74.2%
AR vs BURL
-17.2%
+91.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -14.3% | +4.1% | -18.3% | -15.0% |
| 30D | +1.4% | -9.5% | +10.9% | +3.0% |
| 3M | +3.4% | -33.5% | +36.9% | +10.8% |
| 6M | -2.1% | -22.1% | +20.0% | +1.1% |
| YTD | +4.7% | -14.6% | +19.3% | +5.3% |
| 1Y | +10.6% | -8.4% | +18.9% | +9.1% |
| 3Y | +24.6% | +86.6% | -62.0% | +0.7% |
| All | +74.2% | -17.2% | +91.4% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling