+387.2%
BE vs BURL
-17.2%
+404.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +4.2% |
| 7D | -14.7% | +4.1% | -18.8% | -16.6% |
| 30D | -40.5% | -9.5% | -31.1% | -37.9% |
| 3M | -24.3% | -33.5% | +9.2% | -8.7% |
| 6M | -39.3% | -22.1% | -17.2% | -33.5% |
| YTD | +99.4% | -14.6% | +114.0% | +108.3% |
| 1Y | +26.6% | -8.4% | +34.9% | +26.1% |
| 3Y | +1,616.9% | +86.6% | +1,530.4% | +1,039.0% |
| All | +387.2% | -17.2% | +404.3% | +344.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling