+2,876.0%
DELL vs BURL
+244.4%
+2,631.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.2% |
| 7D | +17.1% | +0.4% | +16.7% | +17.0% |
| 30D | -35.1% | -4.3% | -30.7% | -34.5% |
| 3M | -23.3% | -28.8% | +5.5% | -16.3% |
| 6M | +55.8% | -12.8% | +68.6% | +59.5% |
| YTD | +198.0% | -12.8% | +210.8% | +204.1% |
| 1Y | +166.6% | -12.3% | +178.8% | +170.3% |
| 3Y | +427.6% | +92.7% | +334.9% | +323.2% |
| 5Y | +630.6% | -6.5% | +637.2% | +579.3% |
| All | +2,876.0% | +244.4% | +2,631.6% | +2,160.3% |
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 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