+30.2%
EXC vs BURL
+89.8%
-59.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.6% | +0.6% |
| 7D | +1.4% | +3.5% | -2.1% | +1.3% |
| 30D | +11.6% | -9.3% | +20.9% | +11.6% |
| 3M | +2.7% | -32.1% | +34.8% | +2.4% |
| 6M | +2.7% | -19.8% | +22.5% | +2.6% |
| YTD | +9.7% | -13.2% | +22.9% | +9.6% |
| 1Y | +4.5% | -7.8% | +12.4% | +4.4% |
| All | +30.2% | +89.8% | -59.6% | +23.9% |
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 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