+293.4%
C vs BURL
+215.5%
+78.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.1% |
| 7D | +3.6% | -2.8% | +6.4% | +4.5% |
| 30D | +0.1% | -28.2% | +28.2% | +10.7% |
| 3M | +2.4% | -17.6% | +20.0% | +8.1% |
| 6M | +24.9% | -11.8% | +36.7% | +28.2% |
| YTD | +19.8% | -8.1% | +27.9% | +21.3% |
| 1Y | +44.9% | -12.0% | +56.8% | +47.2% |
| 3Y | +263.0% | +63.3% | +199.7% | +188.7% |
| 5Y | +129.5% | -10.8% | +140.3% | +114.0% |
| All | +293.4% | +215.5% | +78.0% | +154.5% |
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 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