+101.1%
GOOGL vs BURL
-10.8%
+111.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.3% |
| 7D | +3.9% | -1.6% | +5.4% | +4.2% |
| 30D | -14.9% | -7.7% | -7.2% | -13.7% |
| 3M | -14.6% | -31.7% | +17.1% | -8.2% |
| 6M | -26.4% | -15.2% | -11.3% | -24.8% |
| YTD | -5.3% | -15.9% | +10.6% | -3.3% |
| 1Y | +6.5% | -14.2% | +20.7% | +7.7% |
| 3Y | +126.0% | +93.5% | +32.5% | +85.7% |
| All | +101.1% | -10.8% | +111.9% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling