+327.1%
NET vs BURL
+63.9%
+263.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.5% |
| 7D | -7.0% | -2.8% | -4.2% | -6.5% |
| 30D | -4.8% | -28.2% | +23.4% | +2.1% |
| 3M | +3.8% | -17.6% | +21.4% | +7.6% |
| 6M | +50.0% | -11.8% | +61.8% | +51.4% |
| YTD | +41.5% | -8.1% | +49.6% | +40.7% |
| 1Y | +32.8% | -12.0% | +44.8% | +32.7% |
| All | +327.1% | +63.9% | +263.1% | +241.2% |
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