+44.9%
C vs BURL
-9.5%
+54.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.8% |
| 7D | +3.6% | -2.8% | +6.4% | +4.1% |
| 30D | +0.1% | -28.2% | +28.2% | +6.3% |
| 3M | +2.4% | -17.6% | +20.0% | +5.5% |
| 6M | +24.9% | -11.8% | +36.7% | +26.6% |
| YTD | +19.8% | -8.1% | +27.9% | +21.2% |
| 1Y | +44.9% | -12.0% | +56.8% | +41.5% |
| All | +44.9% | -9.5% | +54.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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