+224.5%
LOW vs BURL
+215.5%
+9.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.4% | +0.5% |
| 7D | -1.7% | -2.8% | +1.1% | -0.9% |
| 30D | -7.0% | -28.2% | +21.1% | +2.5% |
| 3M | -0.9% | -17.6% | +16.7% | +4.7% |
| 6M | -20.1% | -11.8% | -8.3% | -17.8% |
| YTD | -13.9% | -8.1% | -5.8% | -12.8% |
| 1Y | -21.1% | -12.0% | -9.2% | -19.9% |
| 3Y | -6.6% | +63.3% | -69.9% | -25.4% |
| 5Y | +9.4% | -10.8% | +20.2% | +1.7% |
| All | +224.5% | +215.5% | +9.0% | +94.1% |
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