+123.4%
GOOGL vs BURL
+95.8%
+27.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | +0.6% |
| 7D | +3.3% | +7.7% | -4.4% | +2.2% |
| 30D | -18.1% | -7.1% | -10.9% | -17.2% |
| 3M | -18.6% | -30.3% | +11.7% | -14.1% |
| 6M | -28.0% | -15.5% | -12.5% | -26.6% |
| YTD | -7.8% | -11.0% | +3.2% | -6.9% |
| 1Y | +3.6% | -8.4% | +12.0% | +3.7% |
| 3Y | +123.4% | +96.7% | +26.7% | +114.7% |
| All | +123.4% | +95.8% | +27.6% | +114.7% |
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 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