+7.1%
LOW vs BURL
-10.8%
+17.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +1.0% |
| 7D | +1.4% | -1.6% | +3.0% | +1.8% |
| 30D | +21.7% | -7.7% | +29.4% | +24.0% |
| 3M | +5.0% | -31.7% | +36.7% | +14.5% |
| 6M | +4.6% | -15.2% | +19.8% | +7.9% |
| YTD | -3.5% | -15.9% | +12.4% | -0.5% |
| 1Y | +0.5% | -14.2% | +14.8% | +2.7% |
| 3Y | +24.8% | +93.5% | -68.7% | +1.3% |
| All | +7.1% | -10.8% | +17.9% | +0.1% |
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 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