+861.4%
TER vs BURL
+258.4%
+603.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.9% | -12.3% | -14.2% |
| 7D | -28.2% | +3.5% | -31.7% | -29.1% |
| 30D | -50.6% | -9.3% | -41.3% | -49.1% |
| 3M | -45.3% | -32.1% | -13.2% | -38.2% |
| 6M | -40.4% | -19.8% | -20.6% | -36.9% |
| YTD | +10.0% | -13.2% | +23.2% | +13.9% |
| 1Y | +13.6% | -7.8% | +21.5% | +14.3% |
| 3Y | +145.2% | +89.3% | +55.9% | +91.0% |
| 5Y | +50.4% | -15.8% | +66.2% | +44.4% |
| All | +861.4% | +258.4% | +603.1% | +573.1% |
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 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