+41.6%
D vs BURL
+252.7%
-211.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | +3.0% | +4.1% | -1.1% | +2.5% |
| 30D | +11.5% | -9.5% | +21.0% | +12.6% |
| 3M | +3.7% | -33.5% | +37.2% | +8.1% |
| 6M | +13.5% | -22.1% | +35.6% | +16.0% |
| YTD | +20.7% | -14.6% | +35.3% | +21.8% |
| 1Y | +18.2% | -8.4% | +26.6% | +18.1% |
| 3Y | +73.3% | +86.6% | -13.2% | +55.2% |
| 5Y | +12.3% | -17.2% | +29.4% | +9.0% |
| All | +41.6% | +252.7% | -211.1% | +19.9% |
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