+16.0%
BABA vs BURL
+215.5%
-199.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.7% |
| 7D | -4.8% | -2.8% | -2.0% | -4.2% |
| 30D | -11.9% | -28.2% | +16.3% | -5.8% |
| 3M | -9.3% | -17.6% | +8.3% | -5.8% |
| 6M | -14.2% | -11.8% | -2.5% | -12.6% |
| YTD | -22.0% | -8.1% | -13.9% | -21.4% |
| 1Y | -12.7% | -12.0% | -0.8% | -11.7% |
| 3Y | +26.7% | +63.3% | -36.6% | +8.6% |
| 5Y | -29.3% | -10.8% | -18.5% | -34.1% |
| All | +16.0% | +215.5% | -199.5% | -10.8% |
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