-24.7%
U vs BURL
+15.8%
-40.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.2% |
| 7D | +36.6% | +4.1% | +32.5% | +33.8% |
| 30D | +13.3% | -9.5% | +22.8% | +17.9% |
| 3M | +26.2% | -33.5% | +59.7% | +49.3% |
| 6M | +88.7% | -22.1% | +110.8% | +105.1% |
| YTD | +16.6% | -14.6% | +31.1% | +19.8% |
| 1Y | +29.0% | -8.4% | +37.3% | +26.2% |
| 3Y | +99.5% | +86.6% | +12.9% | +32.3% |
| 5Y | -66.1% | -17.2% | -49.0% | -74.1% |
| All | -24.7% | +15.8% | -40.4% | -29.8% |
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