+641.7%
BE vs BURL
+66.9%
+574.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -3.7% |
| 7D | -13.4% | +5.9% | -19.2% | -16.0% |
| 30D | -33.9% | -8.3% | -25.6% | -31.0% |
| 3M | -12.0% | -31.6% | +19.7% | +6.2% |
| 6M | -29.0% | -16.6% | -12.4% | -24.4% |
| YTD | +113.4% | -12.1% | +125.5% | +120.8% |
| 1Y | +33.2% | -10.0% | +43.2% | +34.6% |
| 3Y | +1,659.2% | +94.3% | +1,564.9% | +1,008.6% |
| 5Y | +461.4% | -13.2% | +474.6% | +423.1% |
| All | +641.7% | +66.9% | +574.7% | +343.1% |
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