+240.7%
BURL vs UUUU
+408.4%
-167.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | +4.1% | -13.6% | +17.7% | +5.7% |
| 30D | -9.5% | -35.1% | +25.6% | -5.3% |
| 3M | -33.5% | -48.4% | +14.9% | -29.0% |
| 6M | -22.1% | -71.7% | +49.6% | -11.7% |
| YTD | -14.6% | -54.2% | +39.6% | -10.2% |
| 1Y | -8.4% | -56.0% | +47.6% | -3.9% |
| 3Y | +86.6% | -13.1% | +99.6% | +69.2% |
| 5Y | -17.2% | -35.2% | +18.1% | -26.0% |
| All | +240.7% | +408.4% | -167.7% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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