+378.6%
RF vs BURL
+1,021.0%
-642.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | -1.0% |
| 7D | +2.3% | +10.4% | -8.2% | -1.0% |
| 30D | +7.2% | -4.9% | +12.2% | +8.7% |
| 3M | -8.2% | -29.8% | +21.5% | +2.0% |
| 6M | +7.0% | -16.5% | +23.5% | +11.6% |
| YTD | +10.3% | -10.5% | +20.8% | +12.0% |
| 1Y | +25.1% | -5.3% | +30.4% | +23.7% |
| 3Y | +110.3% | +95.1% | +15.2% | +55.3% |
| 5Y | +47.1% | -12.1% | +59.2% | +35.7% |
| 10Y | +297.9% | +273.2% | +24.8% | +152.4% |
| All | +378.6% | +1,021.0% | -642.3% | +172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling