+899.1%
AU vs BURL
+254.9%
+644.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.0% |
| 7D | +4.7% | -0.8% | +5.5% | +4.7% |
| 30D | -1.5% | -4.4% | +2.9% | -1.3% |
| 3M | -5.0% | -28.6% | +23.6% | -3.2% |
| 6M | -13.5% | -12.3% | -1.2% | -13.1% |
| YTD | +11.7% | -11.3% | +23.0% | +12.2% |
| 1Y | +21.3% | -10.4% | +31.8% | +21.7% |
| 3Y | +545.0% | +96.1% | +448.9% | +522.9% |
| 5Y | +412.0% | -5.0% | +417.0% | +386.6% |
| 10Y | +899.1% | +251.8% | +647.3% | +958.5% |
| All | +899.1% | +254.9% | +644.2% | +958.5% |
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