+806.0%
MSCI vs BURL
+258.4%
+547.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.0% |
| 7D | +6.0% | +3.5% | +2.6% | +5.2% |
| 30D | +18.2% | -9.3% | +27.5% | +20.9% |
| 3M | +15.1% | -32.1% | +47.2% | +25.9% |
| 6M | +13.7% | -19.8% | +33.5% | +18.6% |
| YTD | +15.6% | -13.2% | +28.8% | +17.5% |
| 1Y | +16.3% | -7.8% | +24.2% | +15.7% |
| 3Y | +36.9% | +89.3% | -52.4% | +7.5% |
| 5Y | +6.3% | -15.8% | +22.1% | -0.1% |
| All | +806.0% | +258.4% | +547.6% | +513.8% |
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