+3,557.0%
SHOP vs BURL
+247.8%
+3,309.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.0% |
| 7D | +2.8% | +5.9% | -3.0% | +0.4% |
| 30D | -14.2% | -8.3% | -5.9% | -11.1% |
| 3M | -5.5% | -31.6% | +26.1% | +10.4% |
| 6M | +32.8% | -16.6% | +49.4% | +41.3% |
| YTD | -8.9% | -12.1% | +3.2% | -5.8% |
| 1Y | -7.7% | -10.0% | +2.3% | -6.4% |
| 3Y | +139.0% | +94.3% | +44.7% | +71.3% |
| 5Y | -0.5% | -13.2% | +12.7% | -8.2% |
| 10Y | +3,557.0% | +252.5% | +3,304.5% | +2,680.2% |
| All | +3,557.0% | +247.8% | +3,309.2% | +2,680.2% |
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