+202.8%
TER vs BURL
-11.0%
+213.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +4.5% |
| 7D | +0.6% | -2.8% | +3.4% | +1.7% |
| 30D | -8.3% | -28.2% | +19.9% | +3.3% |
| 3M | -12.2% | -17.6% | +5.4% | -6.7% |
| 6M | +17.1% | -11.8% | +28.8% | +21.3% |
| YTD | +84.7% | -8.1% | +92.8% | +88.7% |
| 1Y | +199.9% | -12.0% | +211.9% | +208.6% |
| 3Y | +232.8% | +63.3% | +169.5% | +170.4% |
| All | +202.8% | -11.0% | +213.8% | +188.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling