+272.5%
RF vs BURL
+252.7%
+19.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | -0.9% | +4.1% | -5.0% | -2.4% |
| 30D | +6.0% | -9.5% | +15.5% | +9.5% |
| 3M | -8.9% | -33.5% | +24.6% | +4.3% |
| 6M | +2.3% | -22.1% | +24.4% | +9.8% |
| YTD | +7.6% | -14.6% | +22.1% | +11.1% |
| 1Y | +21.2% | -8.4% | +29.5% | +20.8% |
| 3Y | +108.5% | +86.6% | +22.0% | +49.7% |
| 5Y | +43.2% | -17.2% | +60.4% | +35.0% |
| All | +272.5% | +252.7% | +19.8% | +140.9% |
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