+109.4%
C vs BURL
-15.9%
+125.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.9% | -2.1% | -4.4% |
| 7D | -5.3% | +3.5% | -8.8% | -6.0% |
| 30D | -7.3% | -9.3% | +2.0% | -5.5% |
| 3M | -13.5% | -32.1% | +18.6% | -6.3% |
| 6M | -6.5% | -19.8% | +13.3% | -3.0% |
| YTD | +3.6% | -13.2% | +16.8% | +5.6% |
| 1Y | +18.9% | -7.8% | +26.7% | +19.0% |
| 3Y | +205.0% | +89.3% | +115.7% | +158.7% |
| 5Y | +109.4% | -15.8% | +125.2% | +92.0% |
| All | +109.4% | -15.9% | +125.2% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling