+189.6%
TER vs BURL
+95.5%
+94.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +7.7% | -14.5% | -9.7% |
| 7D | -19.9% | +10.4% | -30.3% | -23.1% |
| 30D | -43.5% | -4.9% | -38.6% | -42.7% |
| 3M | -37.8% | -29.8% | -8.0% | -29.3% |
| 6M | -25.6% | -16.5% | -9.1% | -22.3% |
| YTD | +29.8% | -10.5% | +40.4% | +32.8% |
| 1Y | +43.2% | -5.3% | +48.5% | +41.7% |
| All | +189.6% | +95.5% | +94.1% | +158.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling