+365.1%
SE vs BURL
+182.4%
+182.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.9% | -2.7% | -4.8% |
| 7D | -1.2% | +3.5% | -4.7% | -2.2% |
| 30D | -21.7% | -9.3% | -12.4% | -19.3% |
| 3M | -34.2% | -32.1% | -2.1% | -26.5% |
| 6M | -10.5% | -19.8% | +9.3% | -5.7% |
| YTD | -40.7% | -13.2% | -27.5% | -39.1% |
| 1Y | -52.1% | -7.8% | -44.2% | -52.2% |
| 3Y | +68.9% | +89.3% | -20.5% | +27.6% |
| 5Y | -78.9% | -15.8% | -63.0% | -80.5% |
| All | +365.1% | +182.4% | +182.7% | +184.0% |
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