-28.0%
DIS vs BURL
-10.9%
-17.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.7% | -3.5% | +2.4% |
| 7D | +9.1% | +10.4% | -1.3% | +6.7% |
| 30D | +14.8% | -4.9% | +19.7% | +16.0% |
| 3M | +21.2% | -29.8% | +50.9% | +30.7% |
| 6M | +18.3% | -16.5% | +34.8% | +22.1% |
| YTD | +5.4% | -10.5% | +15.9% | +6.6% |
| 1Y | +8.3% | -5.3% | +13.6% | +7.5% |
| 3Y | +44.2% | +95.1% | -50.8% | +16.6% |
| 5Y | -28.0% | -12.1% | -15.9% | -31.1% |
| All | -28.0% | -10.9% | -17.0% | -31.1% |
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