+474.0%
AVGO vs BURL
-17.2%
+491.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.2% |
| 7D | -9.9% | +4.1% | -14.0% | -10.9% |
| 30D | -22.0% | -9.5% | -12.5% | -20.0% |
| 3M | -30.0% | -33.5% | +3.5% | -22.2% |
| 6M | -30.7% | -22.1% | -8.6% | -26.7% |
| YTD | -14.7% | -14.6% | -0.1% | -12.2% |
| 1Y | -16.8% | -8.4% | -8.4% | -16.8% |
| 3Y | +244.4% | +86.6% | +157.9% | +187.4% |
| All | +474.0% | -17.2% | +491.2% | +462.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling