+81.4%
QQQ vs BURL
+94.5%
-13.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -1.5% | +5.9% | -7.4% | -2.5% |
| 30D | -10.2% | -8.3% | -1.9% | -8.9% |
| 3M | -6.3% | -31.6% | +25.3% | 0.0% |
| 6M | -4.9% | -16.6% | +11.7% | -2.7% |
| YTD | +10.2% | -12.1% | +22.3% | +11.3% |
| 1Y | +8.8% | -10.0% | +18.8% | +8.9% |
| 3Y | +81.4% | +94.3% | -12.9% | +72.8% |
| All | +81.4% | +94.5% | -13.1% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling