+307.3%
SPY vs BURL
+261.4%
+45.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.9% | +1.5% |
| 7D | +0.1% | +7.7% | -7.6% | -1.5% |
| 30D | -3.3% | -7.1% | +3.8% | -2.0% |
| 3M | -2.4% | -30.3% | +27.9% | +4.6% |
| 6M | +2.6% | -15.5% | +18.1% | +5.1% |
| YTD | +11.2% | -11.0% | +22.2% | +12.4% |
| 1Y | +13.4% | -8.4% | +21.8% | +13.3% |
| 3Y | +79.9% | +96.7% | -16.8% | +48.1% |
| 5Y | +72.2% | -14.1% | +86.2% | +64.0% |
| 10Y | +307.3% | +255.1% | +52.3% | +207.5% |
| All | +307.3% | +261.4% | +45.9% | +207.5% |
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