+185.1%
B vs BURL
+258.4%
-73.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | +0.7% |
| 7D | +4.3% | +3.5% | +0.8% | +4.1% |
| 30D | -0.9% | -9.3% | +8.3% | -0.4% |
| 3M | -1.4% | -32.1% | +30.8% | +0.7% |
| 6M | +5.0% | -19.8% | +24.8% | +6.1% |
| YTD | -5.8% | -13.2% | +7.3% | -5.4% |
| 1Y | +25.6% | -7.8% | +33.4% | +25.7% |
| 3Y | +161.6% | +89.3% | +72.3% | +152.0% |
| 5Y | +135.2% | -15.8% | +151.0% | +128.0% |
| All | +185.1% | +258.4% | -73.3% | +196.1% |
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