+1,195.9%
GOOG vs BURL
+970.5%
+225.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | +2.1% | +4.1% | -2.0% | +1.2% |
| 30D | -18.3% | -9.5% | -8.8% | -16.8% |
| 3M | -20.3% | -33.5% | +13.2% | -13.9% |
| 6M | -28.1% | -22.1% | -6.0% | -25.1% |
| YTD | -9.3% | -14.6% | +5.2% | -7.7% |
| 1Y | -0.2% | -8.4% | +8.1% | -0.4% |
| 3Y | +118.0% | +86.6% | +31.5% | +82.1% |
| 5Y | +92.1% | -17.2% | +109.2% | +82.8% |
| 10Y | +652.3% | +256.4% | +395.9% | +438.9% |
| All | +1,195.9% | +970.5% | +225.4% | +794.2% |
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