+589.4%
SE vs BURL
+198.8%
+390.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.7% |
| 7D | -6.1% | -2.8% | -3.3% | -5.3% |
| 30D | -2.5% | -28.2% | +25.7% | +7.4% |
| 3M | +21.7% | -17.6% | +39.3% | +28.3% |
| 6M | +27.0% | -11.8% | +38.8% | +30.3% |
| YTD | -12.1% | -8.1% | -4.0% | -11.1% |
| 1Y | -40.9% | -12.0% | -29.0% | -40.2% |
| 3Y | +191.0% | +63.3% | +127.7% | +132.0% |
| 5Y | -68.3% | -10.8% | -57.5% | -71.2% |
| All | +589.4% | +198.8% | +390.6% | +314.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling