-48.8%
S vs BURL
-22.7%
-26.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.2% |
| 7D | -13.4% | +4.1% | -17.5% | -14.7% |
| 30D | -14.0% | -9.5% | -4.5% | -11.1% |
| 3M | +4.9% | -33.5% | +38.4% | +20.1% |
| 6M | +42.0% | -22.1% | +64.1% | +51.4% |
| YTD | +45.1% | -14.6% | +59.7% | +47.7% |
| 1Y | +33.1% | -8.4% | +41.4% | +29.6% |
| 3Y | +40.6% | +86.6% | -45.9% | -4.6% |
| 5Y | -67.5% | -17.2% | -50.3% | -70.5% |
| All | -48.8% | -22.7% | -26.1% | -54.3% |
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