+659.7%
P vs BURL
+258.4%
+401.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.9% | -13.5% | -15.4% |
| 7D | -31.9% | +3.5% | -35.4% | -32.7% |
| 30D | -36.5% | -9.3% | -27.2% | -34.6% |
| 3M | +11.6% | -32.1% | +43.7% | +26.7% |
| 6M | +25.2% | -19.8% | +45.0% | +33.6% |
| YTD | +39.4% | -13.2% | +52.6% | +44.3% |
| 1Y | -3.7% | -7.8% | +4.2% | -3.5% |
| 3Y | +167.3% | +89.3% | +78.0% | +105.5% |
| 5Y | +237.3% | -15.8% | +253.1% | +226.3% |
| All | +659.7% | +258.4% | +401.3% | +411.3% |
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