+594.2%
SPYG vs BURL
+1,011.9%
-417.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | -7.2% | -4.4% | -2.8% | -6.4% |
| 3M | -4.6% | -28.6% | +23.9% | +1.7% |
| 6M | -1.2% | -12.3% | +11.1% | +0.4% |
| YTD | +9.3% | -11.3% | +20.6% | +10.5% |
| 1Y | +8.8% | -10.4% | +19.3% | +9.4% |
| 3Y | +93.3% | +96.1% | -2.8% | +60.6% |
| 5Y | +71.7% | -5.0% | +76.7% | +59.8% |
| 10Y | +399.8% | +251.8% | +148.0% | +257.8% |
| All | +594.2% | +1,011.9% | -417.7% | +346.7% |
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