+26.7%
Q vs BURL
-3.3%
+30.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.1% |
| 7D | +0.2% | -2.8% | +3.0% | +0.9% |
| 30D | -11.1% | -28.2% | +17.0% | -4.3% |
| 3M | -22.1% | -17.6% | -4.5% | -19.6% |
| 6M | +0.5% | -11.8% | +12.3% | +2.7% |
| YTD | +47.8% | -8.1% | +56.0% | +51.5% |
| All | +26.7% | -3.3% | +30.0% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling