+1,829.4%
MSCI vs BURL
+1,021.0%
+808.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.7% | -2.3% | +3.6% |
| 7D | +11.5% | +10.4% | +1.1% | +8.9% |
| 30D | +22.1% | -4.9% | +27.0% | +23.4% |
| 3M | +18.4% | -29.8% | +48.2% | +27.9% |
| 6M | +16.6% | -16.5% | +33.1% | +20.2% |
| YTD | +18.8% | -10.5% | +29.4% | +19.9% |
| 1Y | +19.0% | -5.3% | +24.3% | +17.7% |
| 3Y | +40.7% | +95.1% | -54.3% | +11.9% |
| 5Y | +7.9% | -12.1% | +20.0% | +0.5% |
| 10Y | +848.9% | +273.2% | +575.7% | +513.1% |
| All | +1,829.4% | +1,021.0% | +808.4% | +991.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling