+469.8%
AVGO vs BURL
-15.9%
+485.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -2.9% | -7.5% | -9.6% |
| 7D | -15.5% | +3.5% | -19.0% | -16.3% |
| 30D | -22.4% | -9.3% | -13.1% | -20.5% |
| 3M | -30.2% | -32.1% | +1.9% | -22.8% |
| 6M | -31.6% | -19.8% | -11.7% | -28.2% |
| YTD | -15.3% | -13.2% | -2.1% | -13.3% |
| 1Y | -18.2% | -7.8% | -10.3% | -18.3% |
| 3Y | +241.2% | +89.3% | +151.9% | +183.6% |
| 5Y | +469.8% | -15.8% | +485.6% | +456.5% |
| All | +469.8% | -15.9% | +485.7% | +456.5% |
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 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