+2,798.6%
AVGO vs BURL
+244.4%
+2,554.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.3% | +6.1% |
| 7D | +25.0% | +0.4% | +24.5% | +24.8% |
| 30D | +2.0% | -4.3% | +6.3% | +3.1% |
| 3M | -12.3% | -28.8% | +16.5% | -3.8% |
| 6M | -12.8% | -12.8% | 0.0% | -10.4% |
| YTD | +5.9% | -12.8% | +18.7% | +8.4% |
| 1Y | +3.3% | -12.3% | +15.6% | +4.9% |
| 3Y | +293.1% | +92.7% | +200.4% | +211.1% |
| 5Y | +606.7% | -6.5% | +613.3% | +558.9% |
| All | +2,798.6% | +244.4% | +2,554.2% | +1,899.6% |
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