+264.0%
SPOT vs BURL
+97.4%
+166.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.8% |
| 7D | -0.9% | -2.8% | +1.9% | -0.4% |
| 30D | +12.5% | -28.2% | +40.6% | +21.1% |
| 3M | +9.9% | -17.6% | +27.5% | +14.5% |
| 6M | +1.6% | -11.8% | +13.3% | +3.4% |
| YTD | -6.6% | -8.1% | +1.6% | -6.1% |
| 1Y | -22.9% | -12.0% | -11.0% | -22.3% |
| 3Y | +244.3% | +63.3% | +181.0% | +185.3% |
| 5Y | +117.8% | -10.8% | +128.6% | +97.8% |
| All | +264.0% | +97.4% | +166.6% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling