+591.6%
JPM vs BURL
+215.5%
+376.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.6% | -1.6% |
| 7D | +0.3% | -2.8% | +3.1% | +1.0% |
| 30D | -0.2% | -28.2% | +28.0% | +8.5% |
| 3M | +15.9% | -17.6% | +33.5% | +21.2% |
| 6M | +20.9% | -11.8% | +32.7% | +23.5% |
| YTD | +12.9% | -8.1% | +21.0% | +13.9% |
| 1Y | +20.3% | -12.0% | +32.3% | +21.7% |
| 3Y | +160.9% | +63.3% | +97.6% | +113.3% |
| 5Y | +154.8% | -10.8% | +165.6% | +139.3% |
| All | +591.6% | +215.5% | +376.2% | +376.7% |
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