+1,183.7%
GOOGL vs BURL
+987.9%
+195.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.6% |
| 7D | -0.4% | +3.5% | -3.9% | -1.1% |
| 30D | -18.7% | -9.3% | -9.4% | -17.3% |
| 3M | -22.0% | -32.1% | +10.1% | -16.0% |
| 6M | -27.2% | -19.8% | -7.4% | -24.6% |
| YTD | -9.5% | -13.2% | +3.6% | -8.2% |
| 1Y | -0.4% | -7.8% | +7.5% | -0.6% |
| 3Y | +121.0% | +89.3% | +31.6% | +84.1% |
| 5Y | +91.6% | -15.8% | +107.5% | +82.0% |
| 10Y | +630.4% | +262.2% | +368.2% | +421.0% |
| All | +1,183.7% | +987.9% | +195.7% | +788.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling