+43.7%
RF vs BURL
-15.9%
+59.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.4% |
| 7D | -1.6% | +3.5% | -5.1% | -2.5% |
| 30D | +5.0% | -9.3% | +14.3% | +7.4% |
| 3M | -10.0% | -32.1% | +22.1% | -1.4% |
| 6M | +3.3% | -19.8% | +23.1% | +7.9% |
| YTD | +7.9% | -13.2% | +21.1% | +10.2% |
| 1Y | +21.2% | -7.8% | +29.1% | +21.2% |
| 3Y | +105.8% | +89.3% | +16.5% | +66.2% |
| 5Y | +43.7% | -15.8% | +59.5% | +35.5% |
| All | +43.7% | -15.9% | +59.6% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling