+206.4%
TECH vs BURL
+252.7%
-46.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | +0.2% | +4.1% | -3.9% | -0.8% |
| 30D | +0.3% | -9.5% | +9.8% | +2.3% |
| 3M | +1.3% | -33.5% | +34.9% | +10.0% |
| 6M | +54.0% | -22.1% | +76.1% | +60.2% |
| YTD | +24.3% | -14.6% | +38.9% | +26.4% |
| 1Y | +25.8% | -8.4% | +34.2% | +25.2% |
| 3Y | +26.0% | +86.6% | -60.6% | +4.8% |
| 5Y | -40.1% | -17.2% | -22.9% | -43.4% |
| All | +206.4% | +252.7% | -46.2% | +122.5% |
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