+312.9%
CSCO vs BURL
+258.4%
+54.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.9% | -4.7% | -7.1% |
| 7D | -11.9% | +3.5% | -15.3% | -12.4% |
| 30D | -18.8% | -9.3% | -9.6% | -17.5% |
| 3M | -21.2% | -32.1% | +10.9% | -15.7% |
| 6M | +1.9% | -19.8% | +21.7% | +5.2% |
| YTD | +26.1% | -13.2% | +39.3% | +28.0% |
| 1Y | +34.7% | -7.8% | +42.5% | +34.7% |
| 3Y | +94.0% | +89.3% | +4.7% | +64.2% |
| 5Y | +91.6% | -15.8% | +107.4% | +84.6% |
| All | +312.9% | +258.4% | +54.5% | +213.0% |
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 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