+691.7%
AVGO vs BURL
-11.0%
+702.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.5% |
| 7D | -3.0% | -2.8% | -0.2% | -2.3% |
| 30D | -14.4% | -28.2% | +13.7% | -6.5% |
| 3M | -14.4% | -17.6% | +3.2% | -10.2% |
| 6M | +13.1% | -11.8% | +24.9% | +15.9% |
| YTD | +3.8% | -8.1% | +11.9% | +5.1% |
| 1Y | +17.8% | -12.0% | +29.7% | +19.6% |
| 3Y | +325.3% | +63.3% | +262.0% | +266.8% |
| All | +691.7% | -11.0% | +702.6% | +664.6% |
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