+8,434.7%
SHOP vs BURL
+385.8%
+8,048.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -1.6% |
| 7D | -5.1% | -2.8% | -2.3% | -4.1% |
| 30D | +0.6% | -28.2% | +28.8% | +14.7% |
| 3M | +25.0% | -17.6% | +42.6% | +34.7% |
| 6M | +11.9% | -11.8% | +23.7% | +16.0% |
| YTD | -9.9% | -8.1% | -1.7% | -8.4% |
| 1Y | 0.0% | -12.0% | +11.9% | +2.2% |
| 3Y | +117.5% | +63.3% | +54.2% | +70.3% |
| 5Y | -6.6% | -10.8% | +4.2% | -13.8% |
| 10Y | +3,320.3% | +215.9% | +3,104.4% | +2,091.1% |
| All | +8,434.7% | +385.8% | +8,048.9% | +5,240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling