+365.7%
SE vs BURL
+177.9%
+187.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +2.0% | +4.1% | -2.1% | +0.8% |
| 30D | -20.0% | -9.5% | -10.5% | -17.5% |
| 3M | -31.8% | -33.5% | +1.7% | -23.3% |
| 6M | -15.9% | -22.1% | +6.2% | -10.6% |
| YTD | -40.6% | -14.6% | -26.1% | -38.8% |
| 1Y | -50.7% | -8.4% | -42.3% | -50.7% |
| 3Y | +70.3% | +86.6% | -16.3% | +29.2% |
| 5Y | -78.8% | -17.2% | -61.7% | -80.4% |
| All | +365.7% | +177.9% | +187.9% | +185.8% |
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