+1,582.9%
ASML vs BURL
+1,021.0%
+561.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +7.7% | -11.3% | -5.8% |
| 7D | -10.0% | +10.4% | -20.4% | -12.7% |
| 30D | -19.4% | -4.9% | -14.5% | -18.6% |
| 3M | -12.5% | -29.8% | +17.3% | -4.0% |
| 6M | +8.2% | -16.5% | +24.7% | +12.4% |
| YTD | +40.7% | -10.5% | +51.3% | +43.3% |
| 1Y | +46.1% | -5.3% | +51.5% | +45.2% |
| 3Y | +138.5% | +95.1% | +43.4% | +88.3% |
| 5Y | +84.2% | -12.1% | +96.2% | +72.7% |
| 10Y | +1,505.1% | +273.2% | +1,232.0% | +945.5% |
| All | +1,582.9% | +1,021.0% | +561.9% | +835.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling