+176.3%
B vs BURL
+1,021.0%
-844.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.7% | +0.6% | +8.0% |
| 7D | +1.1% | +10.4% | -9.3% | +0.7% |
| 30D | +0.3% | -4.9% | +5.3% | +0.5% |
| 3M | +5.4% | -29.8% | +35.2% | +6.8% |
| 6M | +5.5% | -16.5% | +22.0% | +6.0% |
| YTD | -6.3% | -10.5% | +4.2% | -6.1% |
| 1Y | +29.4% | -5.3% | +34.7% | +29.3% |
| 3Y | +160.3% | +95.1% | +65.2% | +154.4% |
| 5Y | +144.6% | -12.1% | +156.7% | +138.4% |
| 10Y | +169.3% | +273.2% | -103.8% | +176.4% |
| All | +176.3% | +1,021.0% | -844.7% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling