+34.5%
BABA vs BURL
+89.8%
-55.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.6% | +3.1% |
| 7D | +8.6% | +3.5% | +5.1% | +8.0% |
| 30D | -1.1% | -9.3% | +8.2% | +0.2% |
| 3M | -15.9% | -32.1% | +16.2% | -11.4% |
| 6M | -17.5% | -19.8% | +2.3% | -15.2% |
| YTD | -25.6% | -13.2% | -12.4% | -24.4% |
| 1Y | -33.8% | -7.8% | -26.0% | -33.6% |
| All | +34.5% | +89.8% | -55.2% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling