+223.3%
INTC vs BURL
+215.5%
+7.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | +3.8% |
| 7D | +7.1% | -2.8% | +9.9% | +7.9% |
| 30D | -5.2% | -28.2% | +23.0% | +3.4% |
| 3M | -14.3% | -17.6% | +3.3% | -10.2% |
| 6M | +110.2% | -11.8% | +122.0% | +115.3% |
| YTD | +159.6% | -8.1% | +167.8% | +163.3% |
| 1Y | +289.3% | -12.0% | +301.2% | +296.6% |
| 3Y | +166.1% | +63.3% | +102.8% | +123.5% |
| 5Y | +94.4% | -10.8% | +105.2% | +84.2% |
| All | +223.3% | +215.5% | +7.9% | +133.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling