-37.4%
DOW vs BURL
-11.0%
-26.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.5% |
| 7D | -2.4% | -2.8% | +0.4% | -2.0% |
| 30D | +0.4% | -28.2% | +28.5% | +6.1% |
| 3M | -14.4% | -17.6% | +3.2% | -11.9% |
| 6M | -7.0% | -11.8% | +4.8% | -6.4% |
| YTD | +30.2% | -8.1% | +38.3% | +29.7% |
| 1Y | +29.2% | -12.0% | +41.2% | +29.1% |
| 3Y | -36.7% | +63.3% | -100.0% | -44.7% |
| All | -37.4% | -11.0% | -26.5% | -41.7% |
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