+34.7%
DIS vs BURL
+258.4%
-223.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.5% | -0.7% |
| 7D | +5.7% | +3.5% | +2.2% | +4.7% |
| 30D | +12.7% | -9.3% | +22.0% | +15.4% |
| 3M | +15.2% | -32.1% | +47.3% | +26.7% |
| 6M | +17.6% | -19.8% | +37.4% | +23.1% |
| YTD | +3.8% | -13.2% | +17.0% | +6.0% |
| 1Y | +6.8% | -7.8% | +14.6% | +6.6% |
| 3Y | +42.1% | +89.3% | -47.2% | +12.0% |
| 5Y | -31.2% | -15.8% | -15.3% | -34.7% |
| All | +34.7% | +258.4% | -223.7% | -3.9% |
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