+75.0%
SPY vs BURL
+86.7%
-11.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | -2.7% | +4.1% | -6.8% | -3.3% |
| 30D | -5.4% | -9.5% | +4.1% | -4.0% |
| 3M | -4.1% | -33.5% | +29.4% | +1.8% |
| 6M | +0.7% | -22.1% | +22.8% | +3.9% |
| YTD | +8.7% | -14.6% | +23.2% | +10.1% |
| 1Y | +10.9% | -8.4% | +19.2% | +10.6% |
| 3Y | +75.0% | +86.6% | -11.6% | +67.0% |
| All | +75.0% | +86.7% | -11.7% | +67.0% |
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