-16.6%
IT vs BURL
-9.1%
-7.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +2.1% |
| 7D | -6.8% | -0.8% | -6.0% | -6.8% |
| 30D | -0.6% | -4.4% | +3.9% | -0.6% |
| 3M | +3.1% | -28.6% | +31.6% | +4.3% |
| 6M | +25.5% | -12.3% | +37.8% | +26.8% |
| YTD | -23.5% | -11.3% | -12.2% | -22.5% |
| 1Y | -16.6% | -10.4% | -6.2% | -15.8% |
| All | -16.6% | -9.1% | -7.6% | -15.8% |
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