+760.6%
COST vs BURL
+254.9%
+505.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.9% |
| 7D | +3.9% | -0.8% | +4.7% | +4.0% |
| 30D | +13.5% | -4.4% | +18.0% | +14.1% |
| 3M | +15.3% | -28.6% | +43.9% | +20.5% |
| 6M | +9.2% | -12.3% | +21.4% | +10.4% |
| YTD | +26.9% | -11.3% | +38.1% | +27.6% |
| 1Y | +19.7% | -10.4% | +30.2% | +19.9% |
| 3Y | +96.0% | +96.1% | 0.0% | +70.4% |
| 5Y | +124.0% | -5.0% | +129.1% | +110.9% |
| 10Y | +760.6% | +251.8% | +508.8% | +543.3% |
| All | +760.6% | +254.9% | +505.7% | +543.3% |
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