+3,781.0%
SHOP vs BURL
+232.1%
+3,548.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +1.7% |
| 7D | -1.2% | -1.6% | +0.4% | -0.6% |
| 30D | -14.7% | -7.7% | -7.0% | -11.8% |
| 3M | -7.2% | -31.7% | +24.4% | +8.4% |
| 6M | +54.2% | -15.2% | +69.3% | +62.6% |
| YTD | -8.6% | -15.9% | +7.3% | -3.7% |
| 1Y | +0.5% | -14.2% | +14.7% | +4.0% |
| 3Y | +135.9% | +93.5% | +42.4% | +69.3% |
| 5Y | -11.9% | -9.9% | -2.0% | -18.7% |
| All | +3,781.0% | +232.1% | +3,548.9% | +2,803.0% |
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