+998.8%
NDAQ vs BURL
+1,051.1%
-52.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.3% |
| 7D | -2.4% | -2.8% | +0.3% | -2.0% |
| 30D | +2.5% | -28.2% | +30.6% | +8.6% |
| 3M | +9.9% | -17.6% | +27.5% | +13.6% |
| 6M | +9.4% | -11.8% | +21.2% | +11.1% |
| YTD | +0.4% | -8.1% | +8.6% | +1.1% |
| 1Y | +4.0% | -12.0% | +16.0% | +5.0% |
| 3Y | +94.4% | +63.3% | +31.1% | +70.6% |
| 5Y | +56.7% | -10.8% | +67.5% | +48.8% |
| 10Y | +375.3% | +215.9% | +159.4% | +252.1% |
| All | +998.8% | +1,051.1% | -52.3% | +636.5% |
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