+5.1%
GOOG vs BURL
-15.0%
+20.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.7% |
| 7D | +3.0% | -1.6% | +4.6% | +3.1% |
| 30D | -14.9% | -7.7% | -7.1% | -14.3% |
| 3M | -14.9% | -31.7% | +16.8% | -12.6% |
| 6M | -26.6% | -15.2% | -11.4% | -25.6% |
| YTD | -6.6% | -15.9% | +9.3% | -3.9% |
| 1Y | +5.1% | -14.2% | +19.3% | +8.4% |
| All | +5.1% | -15.0% | +20.1% | +8.4% |
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