+758.9%
COST vs BURL
+247.8%
+511.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.2% |
| 7D | +4.6% | +5.9% | -1.3% | +3.7% |
| 30D | +12.8% | -8.3% | +21.1% | +14.0% |
| 3M | +12.1% | -31.6% | +43.7% | +17.8% |
| 6M | +6.0% | -16.6% | +22.6% | +8.0% |
| YTD | +24.4% | -12.1% | +36.4% | +25.3% |
| 1Y | +17.1% | -10.0% | +27.1% | +17.2% |
| 3Y | +92.2% | +94.3% | -2.1% | +67.2% |
| 5Y | +122.5% | -13.2% | +135.7% | +112.0% |
| 10Y | +758.9% | +252.5% | +506.4% | +541.7% |
| All | +758.9% | +247.8% | +511.1% | +541.7% |
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