+322.4%
PODD vs BURL
+254.9%
+67.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | -9.1% | -0.8% | -8.3% | -8.9% |
| 30D | +7.3% | -4.4% | +11.7% | +8.4% |
| 3M | +3.7% | -28.6% | +32.3% | +10.9% |
| 6M | -2.7% | -12.3% | +9.6% | -0.9% |
| YTD | -47.2% | -11.3% | -35.9% | -46.6% |
| 1Y | -54.0% | -10.4% | -43.6% | -53.7% |
| 3Y | -3.3% | +96.1% | -99.3% | -20.8% |
| 5Y | -52.3% | -5.0% | -47.3% | -55.8% |
| 10Y | +322.4% | +251.8% | +70.6% | +242.8% |
| All | +322.4% | +254.9% | +67.5% | +242.8% |
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