-0.5%
SHOP vs BURL
-14.7%
+14.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -2.9% |
| 7D | +2.8% | +5.9% | -3.0% | -0.4% |
| 30D | -14.2% | -8.3% | -5.9% | -10.1% |
| 3M | -5.5% | -31.6% | +26.1% | +16.2% |
| 6M | +32.8% | -16.6% | +49.4% | +43.6% |
| YTD | -8.9% | -12.1% | +3.2% | -5.5% |
| 1Y | -7.7% | -10.0% | +2.3% | -7.0% |
| 3Y | +139.0% | +94.3% | +44.7% | +39.2% |
| 5Y | -0.5% | -13.2% | +12.7% | -13.3% |
| All | -0.5% | -14.7% | +14.1% | -13.3% |
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