-13.2%
BURL vs JAAA
+27.1%
-40.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.9% | +0.1% | +5.8% | +5.8% |
| 30D | -8.3% | +0.4% | -8.7% | -8.8% |
| 3M | -31.6% | +1.2% | -32.8% | -32.6% |
| 6M | -16.6% | +2.3% | -18.9% | -18.8% |
| YTD | -12.1% | +3.9% | -16.0% | -15.8% |
| 1Y | -10.0% | +4.8% | -14.8% | -14.5% |
| 3Y | +94.3% | +18.5% | +75.8% | +79.8% |
| 5Y | -13.2% | +27.5% | -40.7% | -26.9% |
| All | -13.2% | +27.1% | -40.4% | -26.9% |
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