+861.6%
ASX vs BURL
+215.5%
+646.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.5% |
| 7D | -0.7% | -2.8% | +2.1% | +0.1% |
| 30D | +2.0% | -28.2% | +30.1% | +11.5% |
| 3M | -1.3% | -17.6% | +16.3% | +3.5% |
| 6M | +71.4% | -11.8% | +83.2% | +75.5% |
| YTD | +135.3% | -8.1% | +143.5% | +137.8% |
| 1Y | +267.5% | -12.0% | +279.4% | +272.9% |
| 3Y | +388.5% | +63.3% | +325.2% | +305.6% |
| 5Y | +417.1% | -10.8% | +427.9% | +384.0% |
| All | +861.6% | +215.5% | +646.1% | +629.8% |
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