+393.2%
SE vs BURL
+191.0%
+202.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.7% | -3.2% | +2.1% |
| 7D | +6.7% | +10.4% | -3.7% | +3.5% |
| 30D | -17.2% | -4.9% | -12.3% | -16.0% |
| 3M | -28.0% | -29.8% | +1.7% | -20.5% |
| 6M | -6.1% | -16.5% | +10.3% | -2.4% |
| YTD | -37.1% | -10.5% | -26.6% | -36.1% |
| 1Y | -48.8% | -5.3% | -43.4% | -49.3% |
| 3Y | +79.0% | +95.1% | -16.0% | +34.0% |
| 5Y | -77.5% | -12.1% | -65.5% | -79.5% |
| All | +393.2% | +191.0% | +202.2% | +198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling