+216.1%
SHEL vs BURL
+244.4%
-28.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -4.3% | -4.3% | 0.0% | -3.7% |
| 3M | +10.4% | -28.8% | +39.2% | +17.4% |
| 6M | +17.5% | -12.8% | +30.4% | +19.2% |
| YTD | +37.8% | -12.8% | +50.6% | +38.9% |
| 1Y | +33.8% | -12.3% | +46.0% | +34.1% |
| 3Y | +69.1% | +92.7% | -23.6% | +34.9% |
| 5Y | +165.7% | -6.5% | +172.2% | +146.1% |
| All | +216.1% | +244.4% | -28.3% | +133.7% |
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