-6.9%
T vs BURL
-5.1%
-1.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | +4.3% | +3.5% | +0.8% | +4.1% |
| 30D | -9.7% | -9.3% | -0.4% | -9.6% |
| 3M | -4.3% | -32.1% | +27.8% | -3.2% |
| 6M | -13.7% | -19.8% | +6.1% | -12.9% |
| YTD | -8.0% | -13.2% | +5.2% | -7.4% |
| 1Y | -6.9% | -7.8% | +0.9% | -6.4% |
| All | -6.9% | -5.1% | -1.8% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling