-8.8%
IT vs BURL
-4.6%
-4.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | +1.1% |
| 7D | -5.5% | +10.4% | -15.9% | -5.9% |
| 30D | +10.3% | -4.9% | +15.3% | +10.3% |
| 3M | +11.5% | -29.8% | +41.3% | +13.3% |
| 6M | +40.3% | -16.5% | +56.7% | +41.9% |
| YTD | -17.9% | -10.5% | -7.3% | -17.0% |
| 1Y | -8.8% | -5.3% | -3.5% | -8.1% |
| All | -8.8% | -4.6% | -4.2% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling