+47.6%
EXC vs BURL
-11.0%
+58.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.2% |
| 7D | +0.3% | -2.8% | +3.1% | +0.4% |
| 30D | -3.7% | -28.2% | +24.4% | -2.4% |
| 3M | -1.3% | -17.6% | +16.3% | -0.5% |
| 6M | -9.7% | -11.8% | +2.1% | -9.4% |
| YTD | +2.9% | -8.1% | +11.0% | +3.0% |
| 1Y | +4.4% | -12.0% | +16.3% | +4.5% |
| 3Y | +22.2% | +63.3% | -41.1% | +15.3% |
| All | +47.6% | -11.0% | +58.6% | +40.9% |
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 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