+298.6%
TECH vs BURL
+987.9%
-689.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.5% |
| 7D | -0.1% | +3.5% | -3.5% | -0.8% |
| 30D | +0.3% | -9.3% | +9.6% | +2.1% |
| 3M | +1.0% | -32.1% | +33.1% | +8.7% |
| 6M | +28.6% | -19.8% | +48.4% | +32.7% |
| YTD | +24.1% | -13.2% | +37.3% | +25.7% |
| 1Y | +21.9% | -7.8% | +29.7% | +21.3% |
| 3Y | +25.7% | +89.3% | -63.6% | +5.7% |
| 5Y | -40.2% | -15.8% | -24.4% | -43.4% |
| 10Y | +210.1% | +262.2% | -52.1% | +120.5% |
| All | +298.6% | +987.9% | -689.4% | +159.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling