+43.6%
GOOG vs BURL
-9.0%
+52.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.7% | -1.3% |
| 7D | -2.1% | -2.8% | +0.6% | -1.9% |
| 30D | -6.8% | -28.2% | +21.3% | -4.2% |
| 3M | -9.1% | -17.6% | +8.5% | -7.3% |
| 6M | +10.7% | -11.8% | +22.5% | +12.6% |
| YTD | +7.1% | -8.1% | +15.2% | +8.8% |
| All | +43.6% | -9.0% | +52.5% | +43.8% |
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