+322.4%
NET vs BURL
+95.5%
+226.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.7% | -10.3% | -3.8% |
| 7D | -16.4% | +10.4% | -26.8% | -17.7% |
| 30D | -25.8% | -4.9% | -20.9% | -25.3% |
| 3M | -11.5% | -29.8% | +18.2% | -6.2% |
| 6M | +18.9% | -16.5% | +35.4% | +21.0% |
| YTD | +35.2% | -10.5% | +45.8% | +34.7% |
| 1Y | +14.5% | -5.3% | +19.8% | +11.6% |
| All | +322.4% | +95.5% | +226.9% | +264.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling