+23.1%
Q vs BURL
-10.0%
+33.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.7% |
| 7D | +0.3% | +4.1% | -3.8% | -0.5% |
| 30D | -9.8% | -9.5% | -0.3% | -7.8% |
| 3M | -12.2% | -33.5% | +21.3% | -4.1% |
| 6M | -21.6% | -22.1% | +0.5% | -18.6% |
| YTD | +43.6% | -14.6% | +58.1% | +49.1% |
| 1Y | +25.7% | -8.4% | +34.0% | +25.7% |
| All | +23.1% | -10.0% | +33.1% | +23.4% |
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