+240.7%
BURL vs SHAK
+122.6%
+118.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.5% |
| 7D | +4.1% | +2.0% | +2.1% | +3.5% |
| 30D | -9.5% | +12.0% | -21.5% | -12.5% |
| 3M | -33.5% | +2.3% | -35.9% | -34.1% |
| 6M | -22.1% | -25.5% | +3.4% | -17.5% |
| YTD | -14.6% | -11.4% | -3.1% | -14.5% |
| 1Y | -8.4% | -21.8% | +13.4% | -5.2% |
| 3Y | +86.6% | +25.8% | +60.7% | +58.6% |
| 5Y | -17.2% | -21.0% | +3.8% | -23.7% |
| All | +240.7% | +122.6% | +118.1% | +118.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling