+199.9%
QCOM vs BURL
+258.4%
-58.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.9% | -6.5% | -8.7% |
| 7D | -15.5% | +3.5% | -18.9% | -16.1% |
| 30D | -13.4% | -9.3% | -4.1% | -11.1% |
| 3M | 0.0% | -32.1% | +32.1% | +10.6% |
| 6M | -15.2% | -19.8% | +4.6% | -11.1% |
| YTD | -6.9% | -13.2% | +6.3% | -4.9% |
| 1Y | -11.0% | -7.8% | -3.1% | -11.1% |
| 3Y | +39.8% | +89.3% | -49.6% | +11.3% |
| 5Y | +7.2% | -15.8% | +23.0% | +2.2% |
| All | +199.9% | +258.4% | -58.5% | +115.7% |
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 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