+89.1%
U vs BURL
+89.8%
-0.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.9% | +17.9% | +15.8% |
| 7D | +24.3% | +3.5% | +20.8% | +22.7% |
| 30D | +8.6% | -9.3% | +17.8% | +11.7% |
| 3M | +37.6% | -32.1% | +69.7% | +54.7% |
| 6M | +78.5% | -19.8% | +98.3% | +88.0% |
| YTD | +10.5% | -13.2% | +23.7% | +11.8% |
| 1Y | +15.2% | -7.8% | +23.0% | +12.4% |
| All | +89.1% | +89.8% | -0.7% | +73.7% |
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 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