+812.4%
JPM vs BURL
+987.9%
-175.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.2% | -3.5% |
| 7D | -1.8% | +3.5% | -5.3% | -2.6% |
| 30D | +1.8% | -9.3% | +11.1% | +4.1% |
| 3M | -5.6% | -32.1% | +26.5% | +3.1% |
| 6M | +10.1% | -19.8% | +29.9% | +14.8% |
| YTD | +6.7% | -13.2% | +19.9% | +8.7% |
| 1Y | +10.3% | -7.8% | +18.2% | +10.1% |
| 3Y | +151.4% | +89.3% | +62.1% | +100.8% |
| 5Y | +127.3% | -15.8% | +143.1% | +115.4% |
| 10Y | +546.0% | +262.2% | +283.8% | +337.8% |
| All | +812.4% | +987.9% | -175.5% | +434.0% |
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