+196.7%
TECH vs BURL
+261.4%
-64.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -0.8% |
| 7D | +0.2% | +7.7% | -7.5% | -1.4% |
| 30D | +0.5% | -7.1% | +7.7% | +1.9% |
| 3M | +0.9% | -30.3% | +31.2% | +8.3% |
| 6M | +51.0% | -15.5% | +66.6% | +54.5% |
| YTD | +24.4% | -11.0% | +35.3% | +25.4% |
| 1Y | +27.6% | -8.4% | +36.0% | +27.1% |
| 3Y | +29.9% | +96.7% | -66.7% | +6.9% |
| 5Y | -40.6% | -14.1% | -26.6% | -44.3% |
| 10Y | +196.7% | +255.1% | -58.3% | +112.0% |
| All | +196.7% | +261.4% | -64.7% | +112.0% |
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