+1,074.5%
COST vs BURL
+987.9%
+86.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.8% | +2.2% |
| 7D | +7.1% | +3.5% | +3.7% | +6.6% |
| 30D | +14.1% | -9.3% | +23.3% | +15.5% |
| 3M | +13.3% | -32.1% | +45.4% | +19.2% |
| 6M | +5.2% | -19.8% | +25.0% | +7.7% |
| YTD | +24.3% | -13.2% | +37.5% | +25.4% |
| 1Y | +14.6% | -7.8% | +22.5% | +14.3% |
| 3Y | +97.6% | +89.3% | +8.3% | +73.2% |
| 5Y | +119.1% | -15.8% | +134.9% | +109.9% |
| 10Y | +785.4% | +262.2% | +523.2% | +551.7% |
| All | +1,074.5% | +987.9% | +86.5% | +703.0% |
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 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