+58.2%
DD vs BURL
-15.9%
+74.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -3.2% |
| 7D | +3.1% | +3.5% | -0.4% | +2.2% |
| 30D | +8.7% | -9.3% | +18.0% | +11.1% |
| 3M | -1.2% | -32.1% | +30.9% | +7.7% |
| 6M | -1.1% | -19.8% | +18.7% | +3.1% |
| YTD | +21.7% | -13.2% | +34.9% | +24.1% |
| 1Y | +24.0% | -7.8% | +31.9% | +24.2% |
| 3Y | +75.6% | +89.3% | -13.7% | +46.5% |
| 5Y | +58.2% | -15.8% | +74.0% | +44.7% |
| All | +58.2% | -15.9% | +74.0% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling