+473.1%
NDAQ vs BURL
+258.4%
+214.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.1% |
| 7D | +1.2% | +3.5% | -2.3% | +0.5% |
| 30D | +15.8% | -9.3% | +25.1% | +17.8% |
| 3M | +13.4% | -32.1% | +45.5% | +21.5% |
| 6M | +20.9% | -19.8% | +40.7% | +25.0% |
| YTD | +11.1% | -13.2% | +24.3% | +12.8% |
| 1Y | +26.5% | -7.8% | +34.3% | +26.5% |
| 3Y | +121.5% | +89.3% | +32.2% | +86.9% |
| 5Y | +61.3% | -15.8% | +77.1% | +54.9% |
| All | +473.1% | +258.4% | +214.7% | +349.3% |
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