+120.7%
GOOGL vs BURL
+86.7%
+34.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | +1.8% | +4.1% | -2.3% | +1.2% |
| 30D | -18.8% | -9.5% | -9.3% | -17.6% |
| 3M | -20.3% | -33.5% | +13.2% | -15.4% |
| 6M | -28.4% | -22.1% | -6.3% | -26.0% |
| YTD | -8.8% | -14.6% | +5.7% | -7.4% |
| 1Y | +0.3% | -8.4% | +8.6% | +0.2% |
| 3Y | +120.7% | +86.6% | +34.2% | +111.8% |
| All | +120.7% | +86.7% | +34.0% | +111.8% |
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