+240.5%
SPOT vs BURL
+63.9%
+176.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.5% |
| 7D | -0.9% | -2.8% | +1.9% | -0.6% |
| 30D | +12.5% | -28.2% | +40.6% | +16.9% |
| 3M | +9.9% | -17.6% | +27.5% | +12.4% |
| 6M | +1.6% | -11.8% | +13.3% | +2.8% |
| YTD | -6.6% | -8.1% | +1.6% | -6.2% |
| 1Y | -22.9% | -12.0% | -11.0% | -22.3% |
| All | +240.5% | +63.9% | +176.5% | +212.4% |
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