+361.1%
CSCO vs BURL
+215.5%
+145.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.1% |
| 7D | -0.7% | -2.8% | +2.1% | -0.2% |
| 30D | -10.1% | -28.2% | +18.0% | -4.5% |
| 3M | -15.7% | -17.6% | +1.9% | -12.9% |
| 6M | +36.3% | -11.8% | +48.0% | +38.4% |
| YTD | +43.8% | -8.1% | +52.0% | +44.9% |
| 1Y | +63.9% | -12.0% | +75.9% | +65.6% |
| 3Y | +104.4% | +63.3% | +41.1% | +78.2% |
| 5Y | +111.4% | -10.8% | +122.2% | +101.7% |
| All | +361.1% | +215.5% | +145.6% | +250.0% |
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