+701.6%
BE vs BURL
+69.9%
+631.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +7.7% | -14.1% | -10.4% |
| 7D | -12.1% | +10.4% | -22.5% | -17.0% |
| 30D | -30.1% | -4.9% | -25.1% | -28.8% |
| 3M | -12.1% | -29.8% | +17.6% | +4.0% |
| 6M | -30.6% | -16.5% | -14.1% | -26.4% |
| YTD | +130.6% | -10.5% | +141.2% | +135.5% |
| 1Y | +55.3% | -5.3% | +60.6% | +51.9% |
| 3Y | +1,755.6% | +95.1% | +1,660.5% | +1,062.8% |
| 5Y | +564.5% | -12.1% | +576.5% | +511.9% |
| All | +701.6% | +69.9% | +631.7% | +372.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling