+39.5%
INTC vs BURL
+89.8%
-50.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.9% | -7.4% | -9.6% |
| 7D | -43.2% | +3.5% | -46.7% | -43.7% |
| 30D | -53.6% | -9.3% | -44.3% | -52.4% |
| 3M | -48.3% | -32.1% | -16.2% | -43.1% |
| 6M | -51.7% | -19.8% | -31.9% | -49.6% |
| YTD | +41.6% | -13.2% | +54.8% | +44.9% |
| 1Y | +36.1% | -7.8% | +44.0% | +36.3% |
| All | +39.5% | +89.8% | -50.3% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling