+2,475.6%
AVGO vs BURL
+247.8%
+2,227.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.3% |
| 7D | 0.0% | +5.9% | -5.9% | -1.7% |
| 30D | -8.2% | -8.3% | +0.1% | -6.0% |
| 3M | -21.3% | -31.6% | +10.4% | -12.6% |
| 6M | -22.5% | -16.6% | -5.9% | -19.3% |
| YTD | -3.6% | -12.1% | +8.5% | -1.4% |
| 1Y | -6.7% | -10.0% | +3.3% | -6.0% |
| 3Y | +258.1% | +94.3% | +163.9% | +183.0% |
| 5Y | +560.9% | -13.2% | +574.1% | +530.2% |
| 10Y | +2,475.6% | +252.5% | +2,223.1% | +1,691.5% |
| All | +2,475.6% | +247.8% | +2,227.8% | +1,691.5% |
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