+81.6%
D vs BURL
+1,051.1%
-969.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.7% |
| 7D | +0.4% | -2.8% | +3.2% | +0.7% |
| 30D | -3.6% | -28.2% | +24.6% | -0.5% |
| 3M | -1.0% | -17.6% | +16.6% | +0.7% |
| 6M | +6.3% | -11.8% | +18.1% | +7.0% |
| YTD | +14.7% | -8.1% | +22.9% | +15.0% |
| 1Y | +16.9% | -12.0% | +28.9% | +17.4% |
| 3Y | +56.8% | +63.3% | -6.5% | +44.6% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling