-53.2%
S vs BURL
-16.9%
-36.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.5% |
| 7D | -7.7% | -2.8% | -4.9% | -6.9% |
| 30D | -5.3% | -28.2% | +22.8% | +6.0% |
| 3M | +20.3% | -17.6% | +37.9% | +27.7% |
| 6M | +47.4% | -11.8% | +59.1% | +50.2% |
| YTD | +32.5% | -8.1% | +40.7% | +32.2% |
| 1Y | +9.5% | -12.0% | +21.5% | +9.1% |
| 3Y | +15.5% | +63.3% | -47.8% | -15.6% |
| 5Y | -71.2% | -10.8% | -60.4% | -74.8% |
| All | -53.2% | -16.9% | -36.4% | -59.1% |
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