+299.6%
ASX vs BURL
+89.8%
+209.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.9% | -17.8% | -20.0% |
| 7D | -33.3% | +3.5% | -36.8% | -33.8% |
| 30D | -36.5% | -9.3% | -27.2% | -34.9% |
| 3M | -19.2% | -32.1% | +12.9% | -10.9% |
| 6M | -10.2% | -19.8% | +9.6% | -6.3% |
| YTD | +86.5% | -13.2% | +99.6% | +89.9% |
| 1Y | +89.6% | -7.8% | +97.5% | +88.2% |
| All | +299.6% | +89.8% | +209.8% | +268.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling