+521.1%
JPM vs BURL
+252.7%
+268.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -0.8% | +4.1% | -4.8% | -1.8% |
| 30D | +1.5% | -9.5% | +11.0% | +4.0% |
| 3M | -5.7% | -33.5% | +27.9% | +4.2% |
| 6M | +7.2% | -22.1% | +29.3% | +13.0% |
| YTD | +5.8% | -14.6% | +20.4% | +8.3% |
| 1Y | +8.8% | -8.4% | +17.1% | +8.6% |
| 3Y | +147.4% | +86.6% | +60.8% | +93.7% |
| 5Y | +125.3% | -17.2% | +142.5% | +115.4% |
| All | +521.1% | +252.7% | +268.4% | +345.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling