+2,660.6%
AVGO vs BURL
+232.1%
+2,428.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.6% | -1.2% | -3.7% |
| 7D | +18.2% | -1.6% | +19.7% | +18.8% |
| 30D | +0.2% | -7.7% | +8.0% | +2.5% |
| 3M | -16.8% | -31.7% | +14.9% | -7.6% |
| 6M | -16.5% | -15.2% | -1.3% | -13.5% |
| YTD | +0.8% | -15.9% | +16.7% | +4.4% |
| 1Y | +2.8% | -14.2% | +17.0% | +5.0% |
| 3Y | +278.5% | +93.5% | +185.0% | +199.4% |
| 5Y | +573.1% | -9.9% | +583.0% | +534.5% |
| All | +2,660.6% | +232.1% | +2,428.5% | +1,825.5% |
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