+88.2%
DD vs BURL
+252.7%
-164.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | +4.6% | +4.1% | +0.5% | +3.3% |
| 30D | +11.8% | -9.5% | +21.2% | +14.7% |
| 3M | +2.2% | -33.5% | +35.7% | +13.7% |
| 6M | -1.6% | -22.1% | +20.5% | +4.1% |
| YTD | +23.0% | -14.6% | +37.6% | +26.4% |
| 1Y | +26.9% | -8.4% | +35.3% | +27.1% |
| 3Y | +77.9% | +86.6% | -8.7% | +40.5% |
| 5Y | +59.9% | -17.2% | +77.0% | +53.0% |
| All | +88.2% | +252.7% | -164.5% | +32.9% |
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