+86.6%
BURL vs JAAA
+18.6%
+67.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.7% |
| 7D | +4.1% | +0.2% | +3.9% | +3.5% |
| 30D | -9.5% | +0.4% | -9.9% | -10.9% |
| 3M | -33.5% | +1.2% | -34.7% | -36.5% |
| 6M | -22.1% | +2.3% | -24.4% | -28.7% |
| YTD | -14.6% | +3.9% | -18.5% | -26.0% |
| 1Y | -8.4% | +4.8% | -13.2% | -23.1% |
| 3Y | +86.6% | +18.5% | +68.0% | +84.2% |
| All | +86.6% | +18.6% | +67.9% | +84.2% |
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 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