+298.9%
TECH vs BURL
+1,021.0%
-722.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.6% | -1.4% |
| 7D | +0.1% | +10.4% | -10.4% | -2.0% |
| 30D | +0.2% | -4.9% | +5.1% | +1.1% |
| 3M | +1.0% | -29.8% | +30.8% | +7.9% |
| 6M | +33.3% | -16.5% | +49.7% | +36.4% |
| YTD | +24.2% | -10.5% | +34.8% | +25.1% |
| 1Y | +19.7% | -5.3% | +25.0% | +18.5% |
| 3Y | +25.8% | +95.1% | -69.3% | +5.2% |
| 5Y | -39.9% | -12.1% | -27.8% | -43.6% |
| 10Y | +210.4% | +273.2% | -62.8% | +119.4% |
| All | +298.9% | +1,021.0% | -722.0% | +158.1% |
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