+43.8%
D vs BURL
+258.4%
-214.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.2% |
| 7D | +6.9% | +3.5% | +3.5% | +6.5% |
| 30D | +12.3% | -9.3% | +21.6% | +13.4% |
| 3M | +3.0% | -32.1% | +35.1% | +7.1% |
| 6M | +12.8% | -19.8% | +32.6% | +14.9% |
| YTD | +22.6% | -13.2% | +35.7% | +23.4% |
| 1Y | +21.7% | -7.8% | +29.5% | +21.4% |
| 3Y | +83.9% | +89.3% | -5.4% | +64.5% |
| 5Y | +14.0% | -15.8% | +29.8% | +10.5% |
| All | +43.8% | +258.4% | -214.6% | +21.5% |
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