+22.8%
LOW vs BURL
+86.7%
-63.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | +7.4% | +4.1% | +3.3% | +6.6% |
| 30D | +24.5% | -9.5% | +33.9% | +26.9% |
| 3M | +3.5% | -33.5% | +37.0% | +11.9% |
| 6M | -2.6% | -22.1% | +19.5% | +1.8% |
| YTD | -4.8% | -14.6% | +9.7% | -2.4% |
| 1Y | -0.8% | -8.4% | +7.6% | -0.1% |
| 3Y | +22.8% | +86.6% | -63.7% | +19.9% |
| All | +22.8% | +86.7% | -63.9% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling