-10.3%
BURL vs JAAA
+27.5%
-37.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -7.7% | +0.4% | -8.2% | -8.2% |
| 3M | -31.7% | +1.2% | -32.9% | -32.6% |
| 6M | -15.2% | +2.3% | -17.5% | -17.4% |
| YTD | -15.9% | +4.0% | -19.9% | -19.6% |
| 1Y | -14.2% | +4.8% | -19.0% | -18.6% |
| 3Y | +93.5% | +18.4% | +75.1% | +79.0% |
| All | -10.3% | +27.5% | -37.8% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling