+105.7%
INTC vs BURL
+251.7%
-146.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | -4.0% | +5.9% | -9.9% | -5.6% |
| 30D | -44.5% | -8.3% | -36.2% | -43.2% |
| 3M | -40.4% | -31.6% | -8.7% | -34.4% |
| 6M | -53.5% | -16.6% | -36.9% | -51.8% |
| YTD | +57.5% | -12.1% | +69.6% | +61.0% |
| 1Y | +51.2% | -10.0% | +61.2% | +52.7% |
| 3Y | +51.6% | +94.3% | -42.7% | +21.6% |
| 5Y | +23.5% | -13.2% | +36.7% | +17.7% |
| All | +105.7% | +251.7% | -146.0% | +47.0% |
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 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