+297.3%
TECH vs BURL
+1,051.1%
-753.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.6% |
| 7D | +0.1% | -2.8% | +2.9% | +0.6% |
| 30D | +0.7% | -28.2% | +28.9% | +7.5% |
| 3M | +36.3% | -17.6% | +53.9% | +41.1% |
| 6M | +25.6% | -11.8% | +37.4% | +27.4% |
| YTD | +23.7% | -8.1% | +31.8% | +24.4% |
| 1Y | +37.6% | -12.0% | +49.6% | +38.7% |
| 3Y | -6.6% | +63.3% | -69.9% | -18.8% |
| 5Y | -42.2% | -10.8% | -31.4% | -45.8% |
| 10Y | +187.6% | +215.9% | -28.3% | +108.6% |
| All | +297.3% | +1,051.1% | -753.8% | +156.6% |
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 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