+185.4%
DD vs BURL
+987.9%
-802.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -3.1% |
| 7D | +3.1% | +3.5% | -0.4% | +2.1% |
| 30D | +8.7% | -9.3% | +18.0% | +11.2% |
| 3M | -1.2% | -32.1% | +30.9% | +8.3% |
| 6M | -1.1% | -19.8% | +18.7% | +3.4% |
| YTD | +21.7% | -13.2% | +34.9% | +24.3% |
| 1Y | +24.0% | -7.8% | +31.9% | +24.2% |
| 3Y | +75.6% | +89.3% | -13.7% | +42.5% |
| 5Y | +58.2% | -15.8% | +74.0% | +50.6% |
| 10Y | +88.0% | +262.2% | -174.2% | +33.2% |
| All | +185.4% | +987.9% | -802.6% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling