+3,608.8%
SHOP vs BURL
+252.7%
+3,356.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.3% |
| 7D | -5.4% | +4.1% | -9.5% | -7.0% |
| 30D | -10.3% | -9.5% | -0.8% | -6.6% |
| 3M | +1.0% | -33.5% | +34.5% | +19.4% |
| 6M | +41.2% | -22.1% | +63.3% | +54.6% |
| YTD | -7.5% | -14.6% | +7.1% | -3.2% |
| 1Y | -4.6% | -8.4% | +3.8% | -4.1% |
| 3Y | +146.4% | +86.6% | +59.9% | +79.7% |
| 5Y | -2.5% | -17.2% | +14.6% | -8.5% |
| All | +3,608.8% | +252.7% | +3,356.2% | +2,739.2% |
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