+92.4%
D vs BURL
+1,021.0%
-928.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.7% | -3.3% | +3.7% |
| 7D | +8.5% | +10.4% | -1.9% | +7.5% |
| 30D | +14.3% | -4.9% | +19.2% | +14.8% |
| 3M | +1.8% | -29.8% | +31.5% | +5.1% |
| 6M | +13.0% | -16.5% | +29.5% | +14.5% |
| YTD | +22.7% | -10.5% | +33.3% | +23.2% |
| 1Y | +22.6% | -5.3% | +27.9% | +22.1% |
| 3Y | +84.2% | +95.1% | -10.8% | +66.7% |
| 5Y | +15.8% | -12.1% | +27.9% | +11.7% |
| 10Y | +45.8% | +273.2% | -227.4% | +23.5% |
| All | +92.4% | +1,021.0% | -928.6% | +63.5% |
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 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