+439.0%
SPY vs BURL
+987.9%
-548.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.8% |
| 7D | -4.7% | +3.5% | -8.2% | -5.4% |
| 30D | -5.9% | -9.3% | +3.4% | -4.2% |
| 3M | -4.5% | -32.1% | +27.6% | +2.4% |
| 6M | +1.8% | -19.8% | +21.6% | +5.2% |
| YTD | +8.3% | -13.2% | +21.5% | +9.9% |
| 1Y | +9.3% | -7.8% | +17.2% | +9.2% |
| 3Y | +74.9% | +89.3% | -14.5% | +47.3% |
| 5Y | +67.3% | -15.8% | +83.1% | +59.8% |
| 10Y | +311.6% | +262.2% | +49.4% | +196.8% |
| All | +439.0% | +987.9% | -548.9% | +253.5% |
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 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