+616.9%
GOOGL vs BURL
+252.7%
+364.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | +1.8% | +4.1% | -2.3% | +0.9% |
| 30D | -18.8% | -9.5% | -9.3% | -17.2% |
| 3M | -20.3% | -33.5% | +13.2% | -13.5% |
| 6M | -28.4% | -22.1% | -6.3% | -25.2% |
| YTD | -8.8% | -14.6% | +5.7% | -7.1% |
| 1Y | +0.3% | -8.4% | +8.6% | 0.0% |
| 3Y | +120.7% | +86.6% | +34.2% | +81.5% |
| 5Y | +93.1% | -17.2% | +110.3% | +83.7% |
| All | +616.9% | +252.7% | +364.2% | +451.5% |
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 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