+213.3%
C vs BURL
+251.7%
-38.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | -0.4% | +5.9% | -6.2% | -2.2% |
| 30D | -5.2% | -8.3% | +3.1% | -2.8% |
| 3M | -9.1% | -31.6% | +22.6% | +1.6% |
| 6M | -1.6% | -16.6% | +15.0% | +2.4% |
| YTD | +6.9% | -12.1% | +19.0% | +9.2% |
| 1Y | +23.0% | -10.0% | +32.9% | +23.8% |
| 3Y | +216.1% | +94.3% | +121.9% | +135.9% |
| 5Y | +112.2% | -13.2% | +125.5% | +98.9% |
| All | +213.3% | +251.7% | -38.3% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling