+99.9%
GOOG vs BURL
-9.5%
+109.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | +1.2% | -0.8% | +2.0% | +1.3% |
| 30D | -16.7% | -4.4% | -12.3% | -16.1% |
| 3M | -15.2% | -28.6% | +13.4% | -9.7% |
| 6M | -24.8% | -12.3% | -12.5% | -23.6% |
| YTD | -7.2% | -11.3% | +4.1% | -6.2% |
| 1Y | -0.1% | -10.4% | +10.3% | +0.2% |
| 3Y | +118.8% | +96.1% | +22.8% | +78.9% |
| 5Y | +99.9% | -5.0% | +104.9% | +84.3% |
| All | +99.9% | -9.5% | +109.4% | +84.3% |
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