+363.7%
SONY vs BURL
+254.9%
+108.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | +2.1% | -0.8% | +2.9% | +2.2% |
| 30D | +9.2% | -4.4% | +13.6% | +9.9% |
| 3M | +12.2% | -28.6% | +40.8% | +18.7% |
| 6M | +24.4% | -12.3% | +36.7% | +26.2% |
| YTD | +3.5% | -11.3% | +14.7% | +4.4% |
| 1Y | -9.2% | -10.4% | +1.3% | -8.8% |
| 3Y | +55.6% | +96.1% | -40.5% | +31.6% |
| 5Y | +12.0% | -5.0% | +17.0% | +4.8% |
| 10Y | +363.7% | +251.8% | +111.9% | +235.3% |
| All | +363.7% | +254.9% | +108.7% | +235.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling