+15.8%
BABA vs BURL
+261.4%
-245.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.2% | -7.9% | -4.6% |
| 7D | +3.8% | +7.7% | -3.9% | +2.2% |
| 30D | -5.4% | -7.1% | +1.8% | -4.1% |
| 3M | -17.9% | -30.3% | +12.4% | -12.1% |
| 6M | -24.1% | -15.5% | -8.5% | -22.1% |
| YTD | -27.4% | -11.0% | -16.5% | -26.6% |
| 1Y | -36.1% | -8.4% | -27.6% | -36.0% |
| 3Y | +35.4% | +96.7% | -61.3% | +11.2% |
| 5Y | -30.1% | -14.1% | -16.0% | -34.5% |
| 10Y | +15.8% | +255.1% | -239.2% | -13.1% |
| All | +15.8% | +261.4% | -245.6% | -13.1% |
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