+216.5%
QCOM vs BURL
+252.7%
-36.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.0% |
| 7D | +0.4% | +4.1% | -3.7% | -0.7% |
| 30D | -6.6% | -9.5% | +2.9% | -4.1% |
| 3M | +3.7% | -33.5% | +37.2% | +15.2% |
| 6M | -13.3% | -22.1% | +8.8% | -8.4% |
| YTD | -1.8% | -14.6% | +12.8% | +0.8% |
| 1Y | -2.5% | -8.4% | +5.9% | -2.5% |
| 3Y | +47.0% | +86.6% | -39.6% | +17.5% |
| 5Y | +13.1% | -17.2% | +30.3% | +8.2% |
| All | +216.5% | +252.7% | -36.2% | +128.5% |
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