+137.9%
SHOP vs BURL
+89.8%
+48.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.9% | -3.1% | -4.8% |
| 7D | -13.9% | +3.5% | -17.3% | -15.0% |
| 30D | -12.6% | -9.3% | -3.3% | -9.0% |
| 3M | -0.3% | -32.1% | +31.8% | +16.8% |
| 6M | +33.6% | -19.8% | +53.4% | +44.2% |
| YTD | -10.7% | -13.2% | +2.5% | -7.5% |
| 1Y | -11.8% | -7.8% | -3.9% | -12.2% |
| All | +137.9% | +89.8% | +48.1% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling