+37.0%
SOLS vs BURL
-12.1%
+49.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.1% |
| 7D | +14.0% | -1.6% | +15.6% | +14.3% |
| 30D | +10.0% | -7.7% | +17.7% | +11.4% |
| 3M | +5.8% | -31.7% | +37.5% | +13.1% |
| 6M | -25.2% | -15.2% | -10.0% | -25.3% |
| YTD | +36.5% | -15.9% | +52.5% | +39.1% |
| 1Y | +45.0% | -14.2% | +59.3% | +45.1% |
| All | +37.0% | -12.1% | +49.2% | +28.6% |
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