+1,323.9%
ASML vs BURL
+258.4%
+1,065.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -8.4% |
| 7D | -19.0% | +3.5% | -22.5% | -20.0% |
| 30D | -25.9% | -9.3% | -16.7% | -23.9% |
| 3M | -19.1% | -32.1% | +13.0% | -9.5% |
| 6M | -5.7% | -19.8% | +14.1% | -0.5% |
| YTD | +27.6% | -13.2% | +40.8% | +31.4% |
| 1Y | +30.8% | -7.8% | +38.6% | +31.0% |
| 3Y | +116.2% | +89.3% | +26.9% | +68.4% |
| 5Y | +67.7% | -15.8% | +83.5% | +58.8% |
| All | +1,323.9% | +258.4% | +1,065.5% | +886.8% |
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 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