+99.4%
DD vs BURL
+244.4%
-145.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | +6.7% | +0.4% | +6.3% | +6.6% |
| 30D | +19.4% | -4.3% | +23.8% | +20.7% |
| 3M | +7.6% | -28.8% | +36.4% | +17.6% |
| 6M | +2.9% | -12.8% | +15.7% | +5.5% |
| YTD | +29.9% | -12.8% | +42.7% | +32.7% |
| 1Y | +28.6% | -12.3% | +40.9% | +30.5% |
| 3Y | +90.0% | +92.7% | -2.7% | +48.6% |
| 5Y | +68.1% | -6.5% | +74.7% | +55.0% |
| All | +99.4% | +244.4% | -145.0% | +39.2% |
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 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