+235.2%
INTU vs BURL
+244.4%
-9.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -4.1% | +0.4% | -4.6% | -4.3% |
| 30D | +12.8% | -4.3% | +17.2% | +14.1% |
| 3M | +2.1% | -28.8% | +30.9% | +11.2% |
| 6M | -11.5% | -12.8% | +1.3% | -9.6% |
| YTD | -47.9% | -12.8% | -35.1% | -47.2% |
| 1Y | -47.7% | -12.3% | -35.4% | -47.4% |
| 3Y | -34.0% | +92.7% | -126.6% | -50.5% |
| 5Y | -43.5% | -6.5% | -37.0% | -49.2% |
| All | +235.2% | +244.4% | -9.2% | +122.4% |
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