+17.1%
BABA vs BURL
+252.7%
-235.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | +11.6% | +4.1% | +7.6% | +10.7% |
| 30D | +2.3% | -9.5% | +11.8% | +4.3% |
| 3M | -13.7% | -33.5% | +19.8% | -6.6% |
| 6M | -21.9% | -22.1% | +0.2% | -18.5% |
| YTD | -24.6% | -14.6% | -10.1% | -23.1% |
| 1Y | -34.1% | -8.4% | -25.7% | -34.0% |
| 3Y | +36.3% | +86.6% | -50.3% | +13.3% |
| 5Y | -26.7% | -17.2% | -9.6% | -30.8% |
| All | +17.1% | +252.7% | -235.6% | -12.0% |
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 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