+2,286.8%
TER vs BURL
+1,051.1%
+1,235.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +4.7% |
| 7D | +0.6% | -2.8% | +3.4% | +1.5% |
| 30D | -8.3% | -28.2% | +19.9% | +1.4% |
| 3M | -12.2% | -17.6% | +5.4% | -7.5% |
| 6M | +17.1% | -11.8% | +28.8% | +20.8% |
| YTD | +84.7% | -8.1% | +92.8% | +88.4% |
| 1Y | +199.9% | -12.0% | +211.9% | +207.9% |
| 3Y | +232.8% | +63.3% | +169.5% | +178.3% |
| 5Y | +198.6% | -10.8% | +209.4% | +183.3% |
| 10Y | +1,669.7% | +215.9% | +1,453.8% | +1,108.0% |
| All | +2,286.8% | +1,051.1% | +1,235.7% | +1,234.7% |
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