-71.5%
U vs BURL
-14.7%
-56.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.5% |
| 7D | +24.4% | +5.9% | +18.5% | +20.1% |
| 30D | +7.4% | -8.3% | +15.7% | +11.8% |
| 3M | +16.8% | -31.6% | +48.4% | +41.3% |
| 6M | +78.8% | -16.6% | +95.4% | +89.9% |
| YTD | +14.0% | -12.1% | +26.1% | +15.4% |
| 1Y | +16.7% | -10.0% | +26.7% | +14.4% |
| 3Y | +86.4% | +94.3% | -7.9% | +1.8% |
| 5Y | -71.5% | -13.2% | -58.3% | -76.0% |
| All | -71.5% | -14.7% | -56.8% | -76.0% |
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