+304.8%
CSCO vs BURL
+252.7%
+52.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | -10.2% | +4.1% | -14.3% | -10.9% |
| 30D | -20.1% | -9.5% | -10.6% | -18.7% |
| 3M | -22.4% | -33.5% | +11.2% | -16.6% |
| 6M | +2.8% | -22.1% | +24.9% | +6.7% |
| YTD | +23.6% | -14.6% | +38.2% | +25.9% |
| 1Y | +34.0% | -8.4% | +42.4% | +34.2% |
| 3Y | +89.3% | +86.6% | +2.7% | +60.6% |
| 5Y | +87.9% | -17.2% | +105.0% | +81.6% |
| All | +304.8% | +252.7% | +52.2% | +207.8% |
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