+98.5%
DD vs BURL
+261.4%
-162.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.2% | +1.7% | +4.7% |
| 7D | +9.8% | +7.7% | +2.1% | +7.5% |
| 30D | +19.3% | -7.1% | +26.5% | +21.6% |
| 3M | +9.4% | -30.3% | +39.7% | +20.2% |
| 6M | +4.8% | -15.5% | +20.3% | +8.4% |
| YTD | +30.2% | -11.0% | +41.2% | +32.3% |
| 1Y | +32.2% | -8.4% | +40.6% | +32.5% |
| 3Y | +93.1% | +96.7% | -3.6% | +50.3% |
| 5Y | +68.0% | -14.1% | +82.1% | +59.2% |
| 10Y | +98.5% | +255.1% | -156.6% | +38.7% |
| All | +98.5% | +261.4% | -162.9% | +38.7% |
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