+48.4%
IR vs BURL
-11.0%
+59.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.6% |
| 7D | -2.8% | -2.8% | 0.0% | -2.1% |
| 30D | -15.1% | -28.2% | +13.0% | -7.5% |
| 3M | +6.1% | -17.6% | +23.7% | +11.3% |
| 6M | -16.8% | -11.8% | -5.0% | -14.6% |
| YTD | -3.5% | -8.1% | +4.6% | -2.0% |
| 1Y | -3.5% | -12.0% | +8.5% | -1.6% |
| 3Y | +9.5% | +63.3% | -53.8% | -6.1% |
| All | +48.4% | -11.0% | +59.3% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling