-12.0%
BURL vs JAAA
+4.9%
-16.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +1.9% |
| 7D | -2.8% | +0.2% | -3.0% | -4.2% |
| 30D | -28.2% | +0.5% | -28.7% | -31.3% |
| 3M | -17.6% | +1.3% | -18.9% | -26.4% |
| 6M | -11.8% | +2.7% | -14.4% | -29.9% |
| YTD | -8.1% | +3.2% | -11.3% | -32.4% |
| 1Y | -12.0% | +4.9% | -16.9% | -49.2% |
| All | -12.0% | +4.9% | -16.8% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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