+132.6%
JPM vs BURL
-7.3%
+139.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.1% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +3.4% | -4.3% | +7.8% | +4.2% |
| 3M | -5.7% | -28.8% | +23.1% | -0.2% |
| 6M | +13.5% | -12.8% | +26.3% | +15.3% |
| YTD | +8.4% | -12.8% | +21.2% | +9.9% |
| 1Y | +9.1% | -12.3% | +21.3% | +10.0% |
| 3Y | +149.5% | +92.7% | +56.8% | +112.5% |
| 5Y | +132.6% | -6.5% | +139.1% | +119.9% |
| All | +132.6% | -7.3% | +139.9% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling