+68.3%
O vs BURL
+252.7%
-184.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | +3.7% | +4.1% | -0.4% | +2.8% |
| 30D | +11.2% | -9.5% | +20.7% | +13.4% |
| 3M | -4.0% | -33.5% | +29.5% | +4.1% |
| 6M | -5.2% | -22.1% | +16.9% | -1.1% |
| YTD | +9.5% | -14.6% | +24.0% | +11.4% |
| 1Y | +10.6% | -8.4% | +19.0% | +10.3% |
| 3Y | +38.1% | +86.6% | -48.4% | +10.0% |
| 5Y | +10.2% | -17.2% | +27.4% | +5.2% |
| All | +68.3% | +252.7% | -184.4% | +8.6% |
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