-40.9%
SE vs BURL
-9.5%
-31.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.1% |
| 7D | -6.1% | -2.8% | -3.3% | -5.8% |
| 30D | -2.5% | -28.2% | +25.7% | +0.5% |
| 3M | +21.7% | -17.6% | +39.3% | +23.2% |
| 6M | +27.0% | -11.8% | +38.8% | +28.3% |
| YTD | -12.1% | -8.1% | -4.0% | -10.8% |
| 1Y | -40.9% | -12.0% | -29.0% | -40.9% |
| All | -40.9% | -9.5% | -31.4% | -40.9% |
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