-39.0%
U vs BURL
+24.5%
-63.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -2.2% |
| 7D | -3.8% | -2.8% | -1.0% | -2.7% |
| 30D | +17.5% | -28.2% | +45.6% | +35.6% |
| 3M | +38.7% | -17.6% | +56.3% | +50.1% |
| 6M | +104.4% | -11.8% | +116.2% | +110.6% |
| YTD | -5.7% | -8.1% | +2.5% | -5.3% |
| 1Y | +3.7% | -12.0% | +15.6% | +4.4% |
| 3Y | +12.3% | +63.3% | -51.0% | -19.0% |
| 5Y | -68.8% | -10.8% | -58.0% | -76.8% |
| All | -39.0% | +24.5% | -63.5% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling