+85.4%
BE vs BURL
-15.0%
+100.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.6% | -1.3% | -3.8% |
| 7D | +10.8% | -1.6% | +12.4% | +11.7% |
| 30D | -19.8% | -7.7% | -12.0% | -17.4% |
| 3M | -18.7% | -31.7% | +12.9% | -8.6% |
| 6M | -33.7% | -15.2% | -18.6% | -33.3% |
| YTD | +121.0% | -15.9% | +136.9% | +126.8% |
| 1Y | +85.4% | -14.2% | +99.6% | +89.7% |
| All | +85.4% | -15.0% | +100.5% | +89.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling