-5.2%
SPOT vs BURL
-9.9%
+4.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +1.0% | +5.9% | -4.8% | +0.7% |
| 30D | +14.6% | -8.3% | +22.9% | +14.4% |
| 3M | +18.4% | -31.6% | +50.1% | +20.0% |
| 6M | +45.1% | -16.6% | +61.7% | +47.2% |
| YTD | +4.4% | -12.1% | +16.5% | +5.5% |
| All | -5.2% | -9.9% | +4.7% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling