+81.6%
D vs BURL
+1,051.1%
-969.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.7% |
| 7D | +1.5% | -2.8% | +4.2% | +1.7% |
| 30D | -2.6% | -28.2% | +25.6% | +0.5% |
| 3M | 0.0% | -17.6% | +17.6% | +1.7% |
| 6M | +7.4% | -11.8% | +19.1% | +8.1% |
| YTD | +15.9% | -8.1% | +24.0% | +16.1% |
| 1Y | +18.1% | -12.0% | +30.1% | +18.5% |
| 3Y | +58.4% | +63.3% | -4.9% | +46.1% |
| 5Y | +5.2% | -10.8% | +16.0% | +1.4% |
| 10Y | +35.9% | +215.9% | -180.0% | +15.9% |
| All | +81.6% | +1,051.1% | -969.5% | +54.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling