+151.7%
GOOGL vs BURL
+63.9%
+87.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.5% |
| 7D | -2.3% | -2.8% | +0.5% | -1.9% |
| 30D | -6.6% | -28.2% | +21.6% | -1.7% |
| 3M | -8.9% | -17.6% | +8.6% | -6.3% |
| 6M | +11.9% | -11.8% | +23.6% | +13.5% |
| YTD | +8.3% | -8.1% | +16.5% | +9.1% |
| 1Y | +46.2% | -12.0% | +58.2% | +47.5% |
| All | +151.7% | +63.9% | +87.7% | +132.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling