-69.4%
U vs BURL
-11.0%
-58.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -2.4% |
| 7D | -3.8% | -2.8% | -1.0% | -2.4% |
| 30D | +17.5% | -28.2% | +45.6% | +40.0% |
| 3M | +38.7% | -17.6% | +56.3% | +52.6% |
| 6M | +104.4% | -11.8% | +116.2% | +111.3% |
| YTD | -5.7% | -8.1% | +2.5% | -5.6% |
| 1Y | +3.7% | -12.0% | +15.6% | +4.0% |
| 3Y | +12.3% | +63.3% | -51.0% | -28.6% |
| All | -69.4% | -11.0% | -58.5% | -73.6% |
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 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