-6.5%
BURL vs SHAK
-13.2%
+6.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.8% |
| 7D | +0.4% | +4.1% | -3.7% | -0.8% |
| 30D | -4.3% | +2.3% | -6.6% | -5.1% |
| 3M | -28.8% | -0.2% | -28.5% | -29.0% |
| 6M | -12.8% | +10.1% | -22.9% | -16.5% |
| YTD | -12.8% | -10.5% | -2.3% | -13.2% |
| 1Y | -12.3% | -22.4% | +10.1% | -8.8% |
| 3Y | +92.7% | +32.1% | +60.6% | +55.1% |
| 5Y | -6.5% | -14.0% | +7.4% | -20.1% |
| All | -6.5% | -13.2% | +6.6% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling