+30.4%
BURL vs JAAA
+29.3%
+1.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | -2.8% | +0.2% | -3.0% | -3.0% |
| 30D | -28.2% | +0.5% | -28.7% | -28.7% |
| 3M | -17.6% | +1.3% | -18.9% | -19.1% |
| 6M | -11.8% | +2.7% | -14.4% | -14.9% |
| YTD | -8.1% | +3.2% | -11.3% | -12.0% |
| 1Y | -12.0% | +4.9% | -16.9% | -17.4% |
| 3Y | +63.3% | +19.0% | +44.3% | +42.7% |
| 5Y | -10.8% | +26.8% | -37.6% | -26.4% |
| All | +30.4% | +29.3% | +1.2% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling