+309.1%
PODD vs BURL
+252.7%
+56.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.6% | -4.6% | -5.8% |
| 7D | -2.1% | +4.1% | -6.2% | -2.9% |
| 30D | +9.0% | -9.5% | +18.5% | +11.3% |
| 3M | +5.2% | -33.5% | +38.7% | +14.2% |
| 6M | -3.2% | -22.1% | +18.9% | +1.1% |
| YTD | -48.5% | -14.6% | -33.9% | -47.4% |
| 1Y | -54.7% | -8.4% | -46.3% | -54.7% |
| 3Y | -7.8% | +86.6% | -94.4% | -23.6% |
| 5Y | -52.4% | -17.2% | -35.3% | -54.7% |
| All | +309.1% | +252.7% | +56.5% | +236.2% |
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