+346.5%
RF vs BURL
+215.5%
+131.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.0% |
| 7D | +1.3% | -2.8% | +4.1% | +2.3% |
| 30D | -3.6% | -28.2% | +24.5% | +8.1% |
| 3M | +8.1% | -17.6% | +25.7% | +15.0% |
| 6M | +11.5% | -11.8% | +23.2% | +14.8% |
| YTD | +15.6% | -8.1% | +23.7% | +17.1% |
| 1Y | +15.7% | -12.0% | +27.6% | +17.6% |
| 3Y | +86.9% | +63.3% | +23.6% | +42.5% |
| 5Y | +89.8% | -10.8% | +100.6% | +75.0% |
| All | +346.5% | +215.5% | +131.0% | +180.3% |
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