+907.8%
COST vs BURL
+1,051.1%
-143.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.7% | -1.4% |
| 7D | -3.1% | -2.8% | -0.4% | -2.8% |
| 30D | -2.8% | -28.2% | +25.4% | +1.7% |
| 3M | -5.7% | -17.6% | +11.9% | -3.3% |
| 6M | -8.8% | -11.8% | +3.0% | -7.8% |
| YTD | +6.7% | -8.1% | +14.8% | +7.0% |
| 1Y | -3.6% | -12.0% | +8.3% | -3.2% |
| 3Y | +75.1% | +63.3% | +11.8% | +57.1% |
| 5Y | +108.9% | -10.8% | +119.7% | +98.8% |
| 10Y | +586.2% | +215.9% | +370.3% | +415.5% |
| All | +907.8% | +1,051.1% | -143.3% | +585.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling