+713.8%
MOD vs BURL
-15.9%
+729.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.9% | -4.3% | -6.2% |
| 7D | -34.2% | +3.5% | -37.6% | -35.5% |
| 30D | -51.9% | -9.3% | -42.6% | -50.5% |
| 3M | -53.0% | -32.1% | -20.9% | -46.2% |
| 6M | -66.4% | -19.8% | -46.5% | -64.3% |
| YTD | -31.5% | -13.2% | -18.4% | -29.7% |
| 1Y | -39.6% | -7.8% | -31.7% | -39.9% |
| 3Y | +116.8% | +89.3% | +27.5% | +66.9% |
| 5Y | +713.8% | -15.8% | +729.6% | +624.9% |
| All | +713.8% | -15.9% | +729.7% | +624.9% |
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 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