-12.0%
BURL vs SHAK
-32.6%
+20.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.9% | -3.1% |
| 7D | -2.6% | -0.3% | -2.2% | -2.5% |
| 30D | -30.8% | -5.2% | -25.5% | -29.9% |
| 3M | -18.7% | +27.3% | -45.9% | -23.4% |
| 6M | -16.4% | -27.9% | +11.4% | -12.2% |
| YTD | -11.6% | -17.0% | +5.4% | -9.7% |
| 1Y | -12.0% | -30.9% | +18.9% | -9.1% |
| All | -12.0% | -32.6% | +20.6% | -9.1% |
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