+534.7%
QQQ vs BURL
+232.1%
+302.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.4% |
| 7D | +3.6% | -1.6% | +5.2% | +4.0% |
| 30D | -6.7% | -7.7% | +1.0% | -5.2% |
| 3M | -7.0% | -31.7% | +24.6% | +0.6% |
| 6M | -4.7% | -15.2% | +10.5% | -2.2% |
| YTD | +11.1% | -15.9% | +27.0% | +13.7% |
| 1Y | +12.3% | -14.2% | +26.5% | +13.9% |
| 3Y | +83.3% | +93.5% | -10.2% | +49.9% |
| 5Y | +77.5% | -9.9% | +87.4% | +66.3% |
| All | +534.7% | +232.1% | +302.6% | +381.9% |
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