+25.2%
NDAQ vs BURL
-9.4%
+34.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | +0.8% |
| 7D | -0.1% | +7.7% | -7.8% | -1.0% |
| 30D | +15.9% | -7.1% | +23.0% | +16.7% |
| 3M | +15.1% | -30.3% | +45.4% | +19.6% |
| 6M | +22.9% | -15.5% | +38.4% | +25.4% |
| YTD | +12.8% | -11.0% | +23.8% | +14.9% |
| All | +25.2% | -9.4% | +34.6% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling