+82.5%
SPY vs BURL
-11.0%
+93.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | +0.1% | -2.8% | +2.9% | +0.6% |
| 30D | +0.1% | -28.2% | +28.2% | +5.9% |
| 3M | +2.0% | -17.6% | +19.6% | +5.2% |
| 6M | +13.0% | -11.8% | +24.8% | +14.6% |
| YTD | +13.5% | -8.1% | +21.7% | +14.2% |
| 1Y | +20.0% | -12.0% | +31.9% | +21.0% |
| 3Y | +77.2% | +63.3% | +13.9% | +56.3% |
| All | +82.5% | -11.0% | +93.5% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling