-55.1%
QS vs BURL
+26.0%
-81.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.4% | -2.0% |
| 7D | +8.0% | +5.9% | +2.2% | +5.2% |
| 30D | -2.8% | -8.3% | +5.5% | +1.6% |
| 3M | -28.1% | -31.6% | +3.5% | -14.0% |
| 6M | -41.0% | -16.6% | -24.4% | -37.0% |
| YTD | -57.3% | -12.1% | -45.2% | -55.7% |
| 1Y | -72.7% | -10.0% | -62.7% | -72.4% |
| 3Y | -18.6% | +94.3% | -112.9% | -47.7% |
| 5Y | -87.0% | -13.2% | -73.8% | -88.4% |
| All | -55.1% | +26.0% | -81.1% | -63.5% |
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