+98.2%
DD vs BURL
+232.1%
-133.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.4% |
| 7D | +5.0% | -1.6% | +6.5% | +5.4% |
| 30D | +19.7% | -7.7% | +27.4% | +22.2% |
| 3M | +7.2% | -31.7% | +38.8% | +18.5% |
| 6M | +1.0% | -15.2% | +16.2% | +4.4% |
| YTD | +29.1% | -15.9% | +45.0% | +33.2% |
| 1Y | +28.5% | -14.2% | +42.7% | +31.1% |
| 3Y | +89.4% | +93.5% | -4.1% | +47.9% |
| 5Y | +67.1% | -9.9% | +77.0% | +55.6% |
| All | +98.2% | +232.1% | -133.9% | +39.8% |
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