-48.8%
SE vs BURL
-4.6%
-44.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.7% | -3.2% | +3.3% |
| 7D | +6.7% | +10.4% | -3.7% | +5.2% |
| 30D | -17.2% | -4.9% | -12.3% | -16.9% |
| 3M | -28.0% | -29.8% | +1.7% | -25.7% |
| 6M | -6.1% | -16.5% | +10.3% | -5.4% |
| YTD | -37.1% | -10.5% | -26.6% | -36.0% |
| 1Y | -48.8% | -5.3% | -43.4% | -47.1% |
| All | -48.8% | -4.6% | -44.2% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling