+260.6%
SPOT vs BURL
+86.7%
+173.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | +1.6% | +4.1% | -2.5% | +1.2% |
| 30D | +17.6% | -9.5% | +27.0% | +18.7% |
| 3M | +26.9% | -33.5% | +60.4% | +32.5% |
| 6M | +41.8% | -22.1% | +63.9% | +45.4% |
| YTD | +3.8% | -14.6% | +18.4% | +5.0% |
| 1Y | -2.5% | -8.4% | +5.9% | -2.5% |
| 3Y | +260.6% | +86.6% | +174.0% | +257.2% |
| All | +260.6% | +86.7% | +173.8% | +257.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling