+686.6%
P vs BURL
+252.7%
+433.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.1% |
| 7D | -23.8% | +4.1% | -27.9% | -24.9% |
| 30D | -36.6% | -9.5% | -27.2% | -34.7% |
| 3M | +10.9% | -33.5% | +44.4% | +26.8% |
| 6M | +30.0% | -22.1% | +52.1% | +40.1% |
| YTD | +44.4% | -14.6% | +59.0% | +50.2% |
| 1Y | +3.9% | -8.4% | +12.3% | +4.3% |
| 3Y | +176.6% | +86.6% | +90.0% | +113.7% |
| 5Y | +249.3% | -17.2% | +266.4% | +239.6% |
| All | +686.6% | +252.7% | +433.9% | +432.3% |
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