+319.4%
IR vs BURL
+143.9%
+175.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.2% | -1.9% |
| 7D | +2.3% | +3.5% | -1.2% | +1.1% |
| 30D | +3.3% | -9.3% | +12.6% | +6.2% |
| 3M | -9.0% | -32.1% | +23.1% | +1.6% |
| 6M | +8.0% | -19.8% | +27.8% | +14.0% |
| YTD | +3.4% | -13.2% | +16.6% | +6.5% |
| 1Y | +4.5% | -7.8% | +12.3% | +5.0% |
| 3Y | +25.6% | +89.3% | -63.7% | -2.0% |
| 5Y | +43.8% | -15.8% | +59.6% | +37.9% |
| All | +319.4% | +143.9% | +175.5% | +168.0% |
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