+667.7%
GOOGL vs BURL
+254.9%
+412.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.9% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | -16.8% | -4.4% | -12.4% | -16.1% |
| 3M | -14.6% | -28.6% | +14.0% | -8.7% |
| 6M | -24.4% | -12.3% | -12.1% | -23.1% |
| YTD | -6.1% | -11.3% | +5.2% | -5.0% |
| 1Y | +1.0% | -10.4% | +11.4% | +1.4% |
| 3Y | +123.4% | +96.1% | +27.4% | +81.8% |
| 5Y | +103.2% | -5.0% | +108.2% | +87.5% |
| 10Y | +667.7% | +251.8% | +415.9% | +491.7% |
| All | +667.7% | +254.9% | +412.8% | +491.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling