+307.8%
P vs BURL
-10.9%
+318.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +7.7% | -12.7% | -7.4% |
| 7D | -19.4% | +10.4% | -29.8% | -22.0% |
| 30D | -22.3% | -4.9% | -17.4% | -21.5% |
| 3M | +33.2% | -29.8% | +62.9% | +47.7% |
| 6M | +53.6% | -16.5% | +70.1% | +60.7% |
| YTD | +66.8% | -10.5% | +77.3% | +70.3% |
| 1Y | +17.5% | -5.3% | +22.8% | +16.7% |
| 3Y | +219.7% | +95.1% | +124.6% | +159.0% |
| 5Y | +307.8% | -12.1% | +319.8% | +306.4% |
| All | +307.8% | -10.9% | +318.7% | +306.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling