-67.9%
U vs BURL
-15.9%
-52.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.9% | +17.9% | +16.5% |
| 7D | +24.3% | +3.5% | +20.8% | +21.7% |
| 30D | +8.6% | -9.3% | +17.8% | +13.8% |
| 3M | +37.6% | -32.1% | +69.7% | +67.2% |
| 6M | +78.5% | -19.8% | +98.3% | +94.0% |
| YTD | +10.5% | -13.2% | +23.7% | +12.7% |
| 1Y | +15.2% | -7.8% | +23.0% | +11.2% |
| 3Y | +76.6% | +89.3% | -12.8% | -1.7% |
| 5Y | -67.9% | -15.8% | -52.1% | -72.8% |
| All | -67.9% | -15.9% | -52.0% | -72.8% |
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 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