+147.7%
P vs BURL
+63.9%
+83.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.4% |
| 7D | +6.5% | -2.8% | +9.3% | +7.6% |
| 30D | +18.8% | -28.2% | +47.0% | +33.3% |
| 3M | +26.7% | -17.6% | +44.3% | +34.6% |
| 6M | +62.2% | -11.8% | +74.0% | +67.3% |
| YTD | +48.5% | -8.1% | +56.6% | +51.2% |
| 1Y | +26.4% | -12.0% | +38.3% | +29.3% |
| All | +147.7% | +63.9% | +83.8% | +129.4% |
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