-28.6%
U vs BURL
+17.6%
-46.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.9% | +17.9% | +16.2% |
| 7D | +24.3% | +3.5% | +20.8% | +22.2% |
| 30D | +8.6% | -9.3% | +17.8% | +12.9% |
| 3M | +37.6% | -32.1% | +69.7% | +61.4% |
| 6M | +78.5% | -19.8% | +98.3% | +91.5% |
| YTD | +10.5% | -13.2% | +23.7% | +12.8% |
| 1Y | +15.2% | -7.8% | +23.0% | +12.6% |
| 3Y | +76.6% | +89.3% | -12.8% | +16.4% |
| 5Y | -67.9% | -15.8% | -52.1% | -75.6% |
| All | -28.6% | +17.6% | -46.2% | -33.9% |
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