+236.7%
INTU vs BURL
+232.1%
+4.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +1.4% |
| 7D | +0.1% | -1.6% | +1.6% | +0.4% |
| 30D | +10.1% | -7.7% | +17.8% | +12.3% |
| 3M | -4.2% | -31.7% | +27.5% | +5.4% |
| 6M | -7.2% | -15.2% | +7.9% | -4.6% |
| YTD | -47.7% | -15.9% | -31.8% | -46.5% |
| 1Y | -46.7% | -14.2% | -32.5% | -46.1% |
| 3Y | -34.1% | +93.5% | -127.6% | -50.7% |
| 5Y | -43.3% | -9.9% | -33.4% | -48.4% |
| All | +236.7% | +232.1% | +4.6% | +125.5% |
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