+222.8%
C vs BURL
+95.5%
+127.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | 0.0% |
| 7D | +1.1% | +10.4% | -9.3% | -1.1% |
| 30D | -2.4% | -4.9% | +2.5% | -1.5% |
| 3M | -8.4% | -29.8% | +21.4% | -1.2% |
| 6M | +0.3% | -16.5% | +16.8% | +3.1% |
| YTD | +9.1% | -10.5% | +19.7% | +10.4% |
| 1Y | +26.0% | -5.3% | +31.4% | +25.3% |
| All | +222.8% | +95.5% | +127.3% | +199.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling