+3.5%
EXC vs BURL
-7.8%
+11.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -1.2% | +4.1% | -5.2% | -1.2% |
| 30D | +10.0% | -9.5% | +19.4% | +9.9% |
| 3M | +1.6% | -33.5% | +35.1% | +1.2% |
| 6M | +3.3% | -22.1% | +25.4% | +3.0% |
| YTD | +7.6% | -14.6% | +22.1% | +7.0% |
| 1Y | +3.5% | -8.4% | +11.8% | +2.4% |
| All | +3.5% | -7.8% | +11.3% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling