+172.1%
EXC vs BURL
+252.7%
-80.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | -1.2% | +4.1% | -5.2% | -1.8% |
| 30D | +10.0% | -9.5% | +19.4% | +11.4% |
| 3M | +1.6% | -33.5% | +35.1% | +7.4% |
| 6M | +3.3% | -22.1% | +25.4% | +6.3% |
| YTD | +7.6% | -14.6% | +22.1% | +8.7% |
| 1Y | +3.5% | -8.4% | +11.8% | +3.1% |
| 3Y | +27.7% | +86.6% | -58.9% | +7.7% |
| 5Y | +41.1% | -17.2% | +58.3% | +36.1% |
| All | +172.1% | +252.7% | -80.5% | +117.2% |
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