+251.8%
BURL vs SHAK
+105.4%
+146.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.3% |
| 7D | -0.8% | +3.0% | -3.9% | -1.7% |
| 30D | -4.4% | +8.2% | -12.6% | -6.7% |
| 3M | -28.6% | +4.6% | -33.1% | -29.7% |
| 6M | -12.3% | +16.3% | -28.6% | -17.2% |
| YTD | -11.3% | -7.6% | -3.7% | -12.4% |
| 1Y | -10.4% | -18.7% | +8.3% | -8.3% |
| 3Y | +96.1% | +36.4% | +59.7% | +62.5% |
| 5Y | -5.0% | -10.5% | +5.5% | -15.5% |
| 10Y | +251.8% | +99.0% | +152.8% | +114.7% |
| All | +251.8% | +105.4% | +146.4% | +114.7% |
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