+57.4%
INTC vs BURL
-4.6%
+61.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +7.7% | -11.5% | -5.4% |
| 7D | -39.0% | +10.4% | -49.4% | -40.3% |
| 30D | -49.8% | -4.9% | -44.9% | -49.2% |
| 3M | -42.2% | -29.8% | -12.5% | -37.6% |
| 6M | -39.2% | -16.5% | -22.7% | -37.9% |
| YTD | +57.9% | -10.5% | +68.5% | +60.6% |
| 1Y | +57.4% | -5.3% | +62.7% | +60.9% |
| All | +57.4% | -4.6% | +61.9% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling