+220.3%
SHEL vs BURL
+232.1%
-11.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +2.0% |
| 7D | +0.8% | -1.6% | +2.4% | +1.0% |
| 30D | -3.6% | -7.7% | +4.2% | -2.3% |
| 3M | +12.0% | -31.7% | +43.7% | +20.1% |
| 6M | +19.7% | -15.2% | +34.9% | +22.0% |
| YTD | +39.6% | -15.9% | +55.6% | +41.8% |
| 1Y | +36.4% | -14.2% | +50.6% | +37.3% |
| 3Y | +70.2% | +93.5% | -23.3% | +35.3% |
| 5Y | +169.2% | -9.9% | +179.1% | +151.1% |
| All | +220.3% | +232.1% | -11.8% | +138.4% |
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