+911.5%
BE vs BURL
+74.4%
+837.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.6% | +4.7% | +6.0% |
| 7D | +20.0% | -2.8% | +22.8% | +21.8% |
| 30D | +7.9% | -28.2% | +36.1% | +27.9% |
| 3M | -13.2% | -17.6% | +4.4% | -5.4% |
| 6M | +53.5% | -11.8% | +65.2% | +59.9% |
| YTD | +191.0% | -8.1% | +199.2% | +197.0% |
| 1Y | +360.5% | -12.0% | +372.5% | +375.6% |
| 3Y | +1,568.0% | +63.3% | +1,504.7% | +1,073.6% |
| 5Y | +1,055.2% | -10.8% | +1,066.0% | +967.6% |
| All | +911.5% | +74.4% | +837.1% | +495.9% |
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