+55.5%
T vs BURL
+252.7%
-197.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +1.0% | +4.1% | -3.1% | +0.5% |
| 30D | -10.6% | -9.5% | -1.1% | -9.6% |
| 3M | -7.7% | -33.5% | +25.8% | -3.6% |
| 6M | -13.3% | -22.1% | +8.8% | -11.2% |
| YTD | -8.8% | -14.6% | +5.8% | -7.8% |
| 1Y | -8.4% | -8.4% | 0.0% | -8.5% |
| 3Y | +59.6% | +86.6% | -26.9% | +40.3% |
| 5Y | +52.1% | -17.2% | +69.2% | +47.7% |
| All | +55.5% | +252.7% | -197.1% | +20.9% |
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