+248.1%
EXC vs BURL
+1,021.0%
-772.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +0.6% |
| 7D | +3.3% | +10.4% | -7.1% | +1.9% |
| 30D | +13.3% | -4.9% | +18.2% | +14.0% |
| 3M | +1.8% | -29.8% | +31.6% | +6.5% |
| 6M | +1.1% | -16.5% | +17.5% | +2.9% |
| YTD | +9.0% | -10.5% | +19.6% | +9.5% |
| 1Y | +3.4% | -5.3% | +8.7% | +2.7% |
| 3Y | +27.7% | +95.1% | -67.4% | +9.2% |
| 5Y | +43.1% | -12.1% | +55.2% | +36.2% |
| 10Y | +182.0% | +273.2% | -91.2% | +116.5% |
| All | +248.1% | +1,021.0% | -772.9% | +156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling