+96.7%
BURL vs JAAA
+18.5%
+78.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +7.7% | +0.1% | +7.6% | +7.5% |
| 30D | -7.1% | +0.4% | -7.5% | -8.5% |
| 3M | -30.3% | +1.1% | -31.4% | -33.3% |
| 6M | -15.5% | +2.3% | -17.8% | -22.5% |
| YTD | -11.0% | +3.9% | -14.9% | -22.8% |
| 1Y | -8.4% | +4.8% | -13.2% | -23.0% |
| 3Y | +96.7% | +18.4% | +78.2% | +56.8% |
| All | +96.7% | +18.5% | +78.2% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling