+240.7%
BURL vs ARWR
+906.2%
-665.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.8% |
| 7D | +4.1% | -2.9% | +7.0% | +4.5% |
| 30D | -9.5% | -5.4% | -4.1% | -8.9% |
| 3M | -33.5% | -32.2% | -1.3% | -30.3% |
| 6M | -22.1% | -26.5% | +4.4% | -19.7% |
| YTD | -14.6% | -12.4% | -2.2% | -14.3% |
| 1Y | -8.4% | +46.9% | -55.2% | -14.6% |
| 3Y | +86.6% | +116.0% | -29.4% | +56.4% |
| 5Y | -17.2% | -28.0% | +10.8% | -24.0% |
| All | +240.7% | +906.2% | -665.5% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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