+240.9%
DIA vs BURL
+261.4%
-20.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +1.3% |
| 7D | +0.8% | +7.7% | -6.9% | -0.7% |
| 30D | +1.4% | -7.1% | +8.6% | +2.8% |
| 3M | -2.7% | -30.3% | +27.6% | +4.2% |
| 6M | +6.2% | -15.5% | +21.8% | +8.8% |
| YTD | +10.1% | -11.0% | +21.1% | +11.2% |
| 1Y | +13.0% | -8.4% | +21.4% | +13.0% |
| 3Y | +61.9% | +96.7% | -34.8% | +32.9% |
| 5Y | +57.1% | -14.1% | +71.1% | +50.4% |
| 10Y | +240.9% | +255.1% | -14.2% | +155.4% |
| All | +240.9% | +261.4% | -20.5% | +155.4% |
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