+15.8%
Q vs BURL
-8.6%
+24.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.9% | -4.4% | -6.7% |
| 7D | -10.3% | +3.5% | -13.8% | -10.9% |
| 30D | -17.7% | -9.3% | -8.4% | -15.8% |
| 3M | -18.8% | -32.1% | +13.3% | -11.7% |
| 6M | -24.8% | -19.8% | -5.0% | -22.4% |
| YTD | +35.0% | -13.2% | +48.2% | +39.8% |
| 1Y | +10.7% | -7.8% | +18.5% | +10.8% |
| All | +15.8% | -8.6% | +24.4% | +15.7% |
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