+622.3%
MSCI vs BURL
+215.5%
+406.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.9% |
| 7D | +0.4% | -2.8% | +3.2% | +1.0% |
| 30D | +0.6% | -28.2% | +28.7% | +8.8% |
| 3M | -7.1% | -17.6% | +10.5% | -2.9% |
| 6M | +0.8% | -11.8% | +12.6% | +2.6% |
| YTD | +1.0% | -8.1% | +9.1% | +1.5% |
| 1Y | +4.3% | -12.0% | +16.3% | +5.1% |
| 3Y | +9.9% | +63.3% | -53.4% | -9.8% |
| 5Y | -6.8% | -10.8% | +4.1% | -13.5% |
| All | +622.3% | +215.5% | +406.9% | +398.6% |
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