+250.3%
QCOM vs BURL
+215.5%
+34.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.6% |
| 7D | +3.3% | -2.8% | +6.1% | +4.0% |
| 30D | +7.7% | -28.2% | +35.9% | +17.6% |
| 3M | -30.1% | -17.6% | -12.5% | -26.7% |
| 6M | +22.8% | -11.8% | +34.6% | +25.6% |
| YTD | +0.2% | -8.1% | +8.3% | +1.1% |
| 1Y | +7.9% | -12.0% | +19.8% | +9.4% |
| 3Y | +55.8% | +63.3% | -7.5% | +29.4% |
| 5Y | +30.1% | -10.8% | +40.9% | +22.2% |
| All | +250.3% | +215.5% | +34.9% | +164.5% |
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