+443.6%
TEAM vs BURL
+232.1%
+211.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -0.5% |
| 7D | -2.4% | -1.6% | -0.8% | -2.0% |
| 30D | -26.7% | -7.7% | -19.0% | -25.2% |
| 3M | -9.6% | -31.7% | +22.0% | -0.6% |
| 6M | +86.0% | -15.2% | +101.2% | +91.6% |
| YTD | -7.5% | -15.9% | +8.4% | -5.3% |
| 1Y | -1.4% | -14.2% | +12.9% | -0.3% |
| 3Y | -14.3% | +93.5% | -107.8% | -33.9% |
| 5Y | -66.3% | -9.9% | -56.4% | -69.5% |
| All | +443.6% | +232.1% | +211.5% | +311.0% |
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