+1.0%
GOOGL vs BURL
-9.1%
+10.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.0% |
| 7D | +1.6% | -0.8% | +2.4% | +1.6% |
| 30D | -16.8% | -4.4% | -12.4% | -16.4% |
| 3M | -14.6% | -28.6% | +14.0% | -12.2% |
| 6M | -24.4% | -12.3% | -12.1% | -23.4% |
| YTD | -6.1% | -11.3% | +5.2% | -3.7% |
| 1Y | +1.0% | -10.4% | +11.4% | +3.7% |
| All | +1.0% | -9.1% | +10.1% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling