+51.7%
S vs BURL
+95.5%
-43.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +0.1% |
| 7D | -8.2% | +10.4% | -18.6% | -10.0% |
| 30D | -7.6% | -4.9% | -2.7% | -6.8% |
| 3M | +12.0% | -29.8% | +41.7% | +20.1% |
| 6M | +50.6% | -16.5% | +67.0% | +54.1% |
| YTD | +56.6% | -10.5% | +67.1% | +56.3% |
| 1Y | +39.2% | -5.3% | +44.6% | +35.2% |
| All | +51.7% | +95.5% | -43.8% | +35.4% |
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