+212.7%
IT vs BURL
+1,051.1%
-838.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -5.2% |
| 7D | -6.0% | -2.8% | -3.2% | -5.5% |
| 30D | 0.0% | -28.2% | +28.2% | +7.6% |
| 3M | +13.1% | -17.6% | +30.7% | +17.7% |
| 6M | +11.7% | -11.8% | +23.5% | +13.6% |
| YTD | -26.1% | -8.1% | -18.0% | -25.7% |
| 1Y | -21.3% | -12.0% | -9.3% | -20.6% |
| 3Y | -46.7% | +63.3% | -110.0% | -55.3% |
| 5Y | -40.5% | -10.8% | -29.7% | -44.3% |
| 10Y | +103.9% | +215.9% | -112.0% | +44.3% |
| All | +212.7% | +1,051.1% | -838.4% | +82.3% |
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 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