-5.3%
BURL vs SHAK
-21.2%
+15.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.8% | +3.9% | +6.7% |
| 7D | +10.4% | +8.3% | +2.1% | +8.3% |
| 30D | -4.9% | +16.7% | -21.6% | -8.6% |
| 3M | -29.8% | +10.0% | -39.7% | -31.7% |
| 6M | -16.5% | -23.8% | +7.3% | -13.1% |
| YTD | -10.5% | -10.3% | -0.3% | -10.6% |
| 1Y | -5.3% | -22.9% | +17.6% | +0.8% |
| All | -5.3% | -21.2% | +15.9% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling