+38.4%
S vs BURL
+89.8%
-51.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.9% | -5.9% | -8.2% |
| 7D | -16.7% | +3.5% | -20.2% | -17.2% |
| 30D | -17.0% | -9.3% | -7.7% | -15.4% |
| 3M | +2.0% | -32.1% | +34.1% | +10.2% |
| 6M | +35.1% | -19.8% | +54.9% | +39.6% |
| YTD | +42.8% | -13.2% | +56.0% | +43.4% |
| 1Y | +27.7% | -7.8% | +35.6% | +24.7% |
| All | +38.4% | +89.8% | -51.4% | +24.2% |
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