-4.9%
DOW vs BURL
+66.1%
-70.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | -9.5% | +4.1% | -13.6% | -10.6% |
| 30D | +13.1% | -9.5% | +22.5% | +15.8% |
| 3M | +4.8% | -33.5% | +38.3% | +16.0% |
| 6M | -16.7% | -22.1% | +5.4% | -12.6% |
| YTD | +38.9% | -14.6% | +53.4% | +40.2% |
| 1Y | +48.3% | -8.4% | +56.6% | +45.5% |
| 3Y | -24.4% | +86.6% | -110.9% | -42.5% |
| 5Y | -29.2% | -17.2% | -12.0% | -32.6% |
| All | -4.9% | +66.1% | -70.9% | -33.4% |
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