-23.0%
DOW vs BURL
+89.8%
-112.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.8% |
| 7D | -4.9% | +3.5% | -8.3% | -5.4% |
| 30D | +13.6% | -9.3% | +22.8% | +15.1% |
| 3M | +9.0% | -32.1% | +41.1% | +15.7% |
| 6M | -19.9% | -19.8% | -0.1% | -17.9% |
| YTD | +41.4% | -13.2% | +54.6% | +40.7% |
| 1Y | +47.4% | -7.8% | +55.2% | +43.5% |
| All | -23.0% | +89.8% | -112.7% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling