-5.6%
SHOP vs BURL
-11.0%
+5.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -2.0% |
| 7D | -5.1% | -2.8% | -2.3% | -3.7% |
| 30D | +0.6% | -28.2% | +28.8% | +20.7% |
| 3M | +25.0% | -17.6% | +42.6% | +38.5% |
| 6M | +11.9% | -11.8% | +23.7% | +17.0% |
| YTD | -9.9% | -8.1% | -1.7% | -8.5% |
| 1Y | 0.0% | -12.0% | +11.9% | +2.2% |
| 3Y | +117.5% | +63.3% | +54.2% | +44.2% |
| All | -5.6% | -11.0% | +5.4% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling