+474.7%
NDAQ vs BURL
+252.7%
+222.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +0.8% | +4.1% | -3.2% | +0.1% |
| 30D | +16.5% | -9.5% | +26.0% | +18.6% |
| 3M | +13.5% | -33.5% | +47.0% | +22.1% |
| 6M | +20.9% | -22.1% | +43.0% | +25.8% |
| YTD | +11.4% | -14.6% | +26.0% | +13.5% |
| 1Y | +25.9% | -8.4% | +34.3% | +26.0% |
| 3Y | +119.9% | +86.6% | +33.3% | +86.1% |
| 5Y | +61.7% | -17.2% | +78.9% | +55.8% |
| All | +474.7% | +252.7% | +222.0% | +351.9% |
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 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