+77.5%
O vs BURL
+244.4%
-166.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | +8.3% | -4.3% | +12.6% | +9.2% |
| 3M | -4.0% | -28.8% | +24.8% | +2.6% |
| 6M | -2.6% | -12.8% | +10.2% | -0.8% |
| YTD | +9.9% | -12.8% | +22.7% | +11.3% |
| 1Y | +9.8% | -12.3% | +22.1% | +10.6% |
| 3Y | +39.7% | +92.7% | -53.0% | +10.5% |
| 5Y | +9.2% | -6.5% | +15.7% | +0.3% |
| All | +77.5% | +244.4% | -166.9% | +17.7% |
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