+1,430.4%
GOOG vs BURL
+1,051.1%
+379.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.7% | -1.6% |
| 7D | -2.1% | -2.8% | +0.6% | -1.6% |
| 30D | -6.8% | -28.2% | +21.3% | -0.5% |
| 3M | -9.1% | -17.6% | +8.5% | -5.7% |
| 6M | +10.7% | -11.8% | +22.5% | +12.7% |
| YTD | +7.1% | -8.1% | +15.2% | +7.8% |
| 1Y | +44.6% | -12.0% | +56.6% | +46.0% |
| 3Y | +147.4% | +63.3% | +84.1% | +113.2% |
| 5Y | +133.8% | -10.8% | +144.6% | +119.7% |
| 10Y | +777.5% | +215.9% | +561.6% | +539.0% |
| All | +1,430.4% | +1,051.1% | +379.3% | +944.5% |
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 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