+2,584.7%
AVGO vs BURL
+254.9%
+2,329.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.7% |
| 7D | +6.1% | -0.8% | +6.9% | +6.5% |
| 30D | -2.7% | -4.4% | +1.7% | -1.5% |
| 3M | -16.9% | -28.6% | +11.7% | -8.9% |
| 6M | -19.1% | -12.3% | -6.9% | -17.1% |
| YTD | +0.3% | -11.3% | +11.6% | +2.2% |
| 1Y | -1.2% | -10.4% | +9.3% | -0.3% |
| 3Y | +272.4% | +96.1% | +176.4% | +193.5% |
| 5Y | +579.0% | -5.0% | +584.0% | +530.4% |
| 10Y | +2,584.7% | +251.8% | +2,332.9% | +1,761.4% |
| All | +2,584.7% | +254.9% | +2,329.8% | +1,761.4% |
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