+11.1%
S vs BURL
+63.9%
-52.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.2% |
| 7D | -7.7% | -2.8% | -4.9% | -7.2% |
| 30D | -5.3% | -28.2% | +22.8% | +1.8% |
| 3M | +20.3% | -17.6% | +37.9% | +25.0% |
| 6M | +47.4% | -11.8% | +59.1% | +48.9% |
| YTD | +32.5% | -8.1% | +40.7% | +31.8% |
| 1Y | +9.5% | -12.0% | +21.5% | +9.4% |
| All | +11.1% | +63.9% | -52.8% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling