+250.6%
C vs BURL
+269.3%
-18.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | -0.7% |
| 7D | +1.1% | +10.4% | -9.3% | -2.1% |
| 30D | -2.4% | -4.9% | +2.5% | -1.1% |
| 3M | -8.4% | -29.8% | +21.4% | +1.5% |
| 6M | +0.3% | -16.5% | +16.8% | +4.3% |
| YTD | +9.1% | -10.5% | +19.7% | +10.8% |
| 1Y | +26.0% | -5.3% | +31.4% | +24.8% |
| 3Y | +221.2% | +95.1% | +126.1% | +139.4% |
| 5Y | +120.4% | -12.1% | +132.5% | +105.6% |
| 10Y | +250.6% | +273.2% | -22.6% | +122.4% |
| All | +250.6% | +269.3% | -18.7% | +122.4% |
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