+189.3%
TECH vs BURL
+232.1%
-42.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.6% | +0.8% |
| 7D | +0.1% | -1.6% | +1.7% | +0.4% |
| 30D | +0.5% | -7.7% | +8.3% | +2.0% |
| 3M | +1.1% | -31.7% | +32.7% | +9.0% |
| 6M | +62.8% | -15.2% | +78.0% | +66.2% |
| YTD | +24.5% | -15.9% | +40.4% | +26.9% |
| 1Y | +20.6% | -14.2% | +34.9% | +21.9% |
| 3Y | +29.5% | +93.5% | -64.0% | +6.8% |
| 5Y | -40.9% | -9.9% | -31.0% | -45.0% |
| All | +189.3% | +232.1% | -42.8% | +108.6% |
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