+223.4%
INTU vs BURL
+215.5%
+7.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -4.1% |
| 7D | -7.1% | -2.8% | -4.3% | -6.5% |
| 30D | +1.5% | -28.2% | +29.6% | +10.6% |
| 3M | +10.7% | -17.6% | +28.3% | +16.0% |
| 6M | -23.8% | -11.8% | -12.1% | -22.4% |
| YTD | -49.3% | -8.1% | -41.2% | -49.2% |
| 1Y | -49.7% | -12.0% | -37.7% | -49.3% |
| 3Y | -38.0% | +63.3% | -101.3% | -50.7% |
| 5Y | -38.7% | -10.8% | -27.9% | -43.9% |
| All | +223.4% | +215.5% | +7.9% | +116.1% |
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