-15.9%
BURL vs JAAA
+27.4%
-43.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +4.1% | +0.2% | +3.9% | +3.9% |
| 30D | -9.5% | +0.4% | -9.9% | -9.9% |
| 3M | -33.5% | +1.2% | -34.7% | -34.4% |
| 6M | -22.1% | +2.3% | -24.4% | -24.2% |
| YTD | -14.6% | +3.9% | -18.5% | -18.2% |
| 1Y | -8.4% | +4.8% | -13.2% | -13.0% |
| 3Y | +86.6% | +18.5% | +68.0% | +72.8% |
| All | -15.9% | +27.4% | -43.4% | -29.1% |
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