+538.0%
QQQ vs BURL
+254.9%
+283.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.1% |
| 7D | -0.2% | -0.8% | +0.6% | 0.0% |
| 30D | -7.5% | -4.4% | -3.0% | -6.6% |
| 3M | -3.8% | -28.6% | +24.8% | +3.1% |
| 6M | -3.0% | -12.3% | +9.3% | -1.2% |
| YTD | +12.8% | -11.3% | +24.0% | +14.1% |
| 1Y | +11.6% | -10.4% | +22.0% | +12.1% |
| 3Y | +85.6% | +96.1% | -10.5% | +51.5% |
| 5Y | +82.1% | -5.0% | +87.1% | +68.7% |
| 10Y | +538.0% | +251.8% | +286.2% | +381.4% |
| All | +538.0% | +254.9% | +283.0% | +381.4% |
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 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