+1,826.2%
ASML vs BURL
+1,051.1%
+775.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.4% |
| 7D | +1.1% | -2.8% | +3.9% | +1.9% |
| 30D | +2.2% | -28.2% | +30.3% | +12.0% |
| 3M | -2.3% | -17.6% | +15.3% | +2.7% |
| 6M | +23.0% | -11.8% | +34.8% | +26.5% |
| YTD | +61.1% | -8.1% | +69.2% | +63.6% |
| 1Y | +129.1% | -12.0% | +141.1% | +133.1% |
| 3Y | +165.4% | +63.3% | +102.1% | +120.9% |
| 5Y | +109.5% | -10.8% | +120.3% | +96.3% |
| 10Y | +1,645.7% | +215.9% | +1,429.8% | +1,073.7% |
| All | +1,826.2% | +1,051.1% | +775.1% | +967.8% |
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 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