+23.3%
BURL vs JAAA
+30.1%
-6.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +3.5% | +0.2% | +3.3% | +3.3% |
| 30D | -9.3% | +0.4% | -9.7% | -9.8% |
| 3M | -32.1% | +1.2% | -33.3% | -33.2% |
| 6M | -19.8% | +2.3% | -22.1% | -22.3% |
| YTD | -13.2% | +3.9% | -17.0% | -17.6% |
| 1Y | -7.8% | +4.8% | -12.6% | -13.5% |
| 3Y | +89.3% | +18.7% | +70.7% | +64.5% |
| 5Y | -15.8% | +27.4% | -43.2% | -30.7% |
| All | +23.3% | +30.1% | -6.8% | -8.0% |
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