+325.3%
IR vs BURL
+140.0%
+185.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.9% |
| 7D | +3.7% | +4.1% | -0.4% | +2.3% |
| 30D | +7.4% | -9.5% | +16.9% | +10.4% |
| 3M | -5.9% | -33.5% | +27.6% | +5.8% |
| 6M | +5.6% | -22.1% | +27.7% | +12.4% |
| YTD | +4.8% | -14.6% | +19.4% | +8.5% |
| 1Y | +6.9% | -8.4% | +15.3% | +7.7% |
| 3Y | +27.6% | +86.6% | -59.0% | 0.0% |
| 5Y | +45.8% | -17.2% | +63.0% | +40.4% |
| All | +325.3% | +140.0% | +185.2% | +173.1% |
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