+88.8%
UAL vs BURL
+258.4%
-169.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.6% | -3.1% |
| 7D | +5.0% | +3.5% | +1.5% | +3.4% |
| 30D | -1.2% | -9.3% | +8.0% | +3.3% |
| 3M | -16.8% | -32.1% | +15.3% | -0.8% |
| 6M | +18.0% | -19.8% | +37.8% | +28.8% |
| YTD | -1.2% | -13.2% | +12.0% | +3.7% |
| 1Y | +14.3% | -7.8% | +22.2% | +15.0% |
| 3Y | +194.6% | +89.3% | +105.2% | +99.2% |
| 5Y | +109.6% | -15.8% | +125.4% | +100.8% |
| All | +88.8% | +258.4% | -169.6% | +17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling