+207.2%
COMP vs BURL
+63.9%
+143.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.4% |
| 7D | +1.4% | -2.8% | +4.2% | +2.4% |
| 30D | -13.3% | -28.2% | +14.8% | -2.2% |
| 3M | +41.1% | -17.6% | +58.7% | +51.2% |
| 6M | +17.2% | -11.8% | +29.0% | +22.3% |
| YTD | +5.2% | -8.1% | +13.3% | +8.2% |
| 1Y | +18.9% | -12.0% | +30.9% | +23.1% |
| All | +207.2% | +63.9% | +143.3% | +146.5% |
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 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