+14.7%
COST vs BURL
-7.8%
+22.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | +4.1% | +4.1% | 0.0% | +4.0% |
| 30D | +12.0% | -9.5% | +21.4% | +11.8% |
| 3M | +11.2% | -33.5% | +44.7% | +9.9% |
| 6M | +6.1% | -22.1% | +28.2% | +6.6% |
| YTD | +22.9% | -14.6% | +37.5% | +24.0% |
| 1Y | +14.7% | -8.4% | +23.1% | +16.0% |
| All | +14.7% | -7.8% | +22.6% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling