+208.1%
B vs BURL
+1,051.1%
-843.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.3% |
| 7D | -1.6% | -2.8% | +1.2% | -1.5% |
| 30D | +9.4% | -28.2% | +37.6% | +10.8% |
| 3M | +5.0% | -17.6% | +22.6% | +5.7% |
| 6M | -3.5% | -11.8% | +8.2% | -3.2% |
| YTD | +4.5% | -8.1% | +12.6% | +4.6% |
| 1Y | +67.8% | -12.0% | +79.7% | +68.1% |
| 3Y | +196.7% | +63.3% | +133.4% | +190.7% |
| 5Y | +151.9% | -10.8% | +162.7% | +145.4% |
| 10Y | +202.2% | +215.9% | -13.7% | +207.5% |
| All | +208.1% | +1,051.1% | -843.0% | +238.0% |
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