-22.7%
U vs BURL
+13.9%
-36.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.6% | +8.8% | +6.8% |
| 7D | +2.6% | -1.6% | +4.1% | +3.1% |
| 30D | +27.6% | -7.7% | +35.3% | +31.4% |
| 3M | +15.3% | -31.7% | +47.0% | +34.6% |
| 6M | +96.4% | -15.2% | +111.6% | +104.5% |
| YTD | +19.6% | -15.9% | +35.5% | +23.4% |
| 1Y | +42.1% | -14.2% | +56.3% | +43.3% |
| 3Y | +87.5% | +93.5% | -6.0% | +21.8% |
| 5Y | -73.1% | -9.9% | -63.3% | -79.1% |
| All | -22.7% | +13.9% | -36.7% | -27.6% |
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