+431.8%
BURL vs SHAK
+47.7%
+384.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | -28.2% | -6.6% | -21.5% | -27.0% |
| 3M | -17.6% | +30.1% | -47.7% | -23.4% |
| 6M | -11.8% | -28.7% | +17.0% | -6.1% |
| YTD | -8.1% | -14.5% | +6.4% | -7.0% |
| 1Y | -12.0% | -31.9% | +19.9% | -6.0% |
| 3Y | +63.3% | -1.0% | +64.3% | +52.3% |
| 5Y | -10.8% | -18.7% | +7.9% | -16.9% |
| 10Y | +215.9% | +98.1% | +117.8% | +128.5% |
| All | +431.8% | +47.7% | +384.2% | +288.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling