-50.2%
COMP vs BURL
-13.8%
-36.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +7.7% | 0.0% | +3.9% |
| 7D | +9.5% | +10.4% | -0.9% | +4.3% |
| 30D | +8.1% | -4.9% | +13.0% | +10.9% |
| 3M | -16.3% | -29.8% | +13.4% | -1.0% |
| 6M | +42.2% | -16.5% | +58.7% | +52.9% |
| YTD | -5.0% | -10.5% | +5.5% | -1.3% |
| 1Y | +20.1% | -5.3% | +25.4% | +19.6% |
| 3Y | +358.4% | +95.1% | +263.4% | +182.3% |
| 5Y | -21.9% | -12.1% | -9.9% | -35.6% |
| All | -50.2% | -13.8% | -36.4% | -58.6% |
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