+291.3%
IR vs BURL
+158.1%
+133.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.5% |
| 7D | -2.8% | -2.8% | 0.0% | -2.0% |
| 30D | -15.1% | -28.2% | +13.0% | -6.4% |
| 3M | +6.1% | -17.6% | +23.7% | +12.0% |
| 6M | -16.8% | -11.8% | -5.0% | -14.3% |
| YTD | -3.5% | -8.1% | +4.6% | -1.9% |
| 1Y | -3.5% | -12.0% | +8.5% | -1.5% |
| 3Y | +9.5% | +63.3% | -53.8% | -10.3% |
| 5Y | +45.1% | -10.8% | +55.9% | +37.0% |
| All | +291.3% | +158.1% | +133.2% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling