+385.7%
EBAY vs BURL
+254.9%
+130.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | +7.0% | -4.4% | +11.4% | +7.8% |
| 3M | +16.1% | -28.6% | +44.7% | +23.0% |
| 6M | +14.1% | -12.3% | +26.4% | +15.9% |
| YTD | +42.1% | -11.3% | +53.4% | +43.6% |
| 1Y | +42.4% | -10.4% | +52.8% | +43.0% |
| 3Y | +223.5% | +96.1% | +127.5% | +173.5% |
| 5Y | +82.8% | -5.0% | +87.8% | +68.2% |
| 10Y | +385.7% | +251.8% | +133.9% | +304.9% |
| All | +385.7% | +254.9% | +130.8% | +304.9% |
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