+127.3%
JPM vs BURL
-15.9%
+143.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.2% | -3.7% |
| 7D | -1.8% | +3.5% | -5.3% | -2.4% |
| 30D | +1.8% | -9.3% | +11.1% | +3.5% |
| 3M | -5.6% | -32.1% | +26.5% | +0.7% |
| 6M | +10.1% | -19.8% | +29.9% | +13.5% |
| YTD | +6.7% | -13.2% | +19.9% | +8.2% |
| 1Y | +10.3% | -7.8% | +18.2% | +10.2% |
| 3Y | +151.4% | +89.3% | +62.1% | +115.3% |
| 5Y | +127.3% | -15.8% | +143.1% | +117.3% |
| All | +127.3% | -15.9% | +143.1% | +117.3% |
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 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