+1,437.6%
GOOGL vs BURL
+1,051.1%
+386.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.6% |
| 7D | -2.3% | -2.8% | +0.5% | -1.7% |
| 30D | -6.6% | -28.2% | +21.6% | -0.2% |
| 3M | -8.9% | -17.6% | +8.6% | -5.5% |
| 6M | +11.9% | -11.8% | +23.6% | +13.8% |
| YTD | +8.3% | -8.1% | +16.5% | +9.1% |
| 1Y | +46.2% | -12.0% | +58.2% | +47.6% |
| 3Y | +151.9% | +63.3% | +88.6% | +117.1% |
| 5Y | +137.7% | -10.8% | +148.5% | +123.5% |
| 10Y | +757.6% | +215.9% | +541.7% | +523.8% |
| All | +1,437.6% | +1,051.1% | +386.5% | +956.0% |
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