+46.0%
F vs BURL
+63.9%
-17.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.2% | +0.9% |
| 7D | +5.3% | -2.8% | +8.1% | +5.9% |
| 30D | +4.6% | -28.2% | +32.7% | +12.4% |
| 3M | -3.7% | -17.6% | +13.9% | +0.2% |
| 6M | +16.8% | -11.8% | +28.6% | +19.1% |
| YTD | +15.3% | -8.1% | +23.4% | +16.4% |
| 1Y | +31.0% | -12.0% | +43.0% | +32.8% |
| All | +46.0% | +63.9% | -17.9% | +25.5% |
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