+24.7%
UAL vs BURL
-9.1%
+33.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | +2.3% | -0.8% | +3.1% | +2.6% |
| 30D | +13.3% | -4.4% | +17.8% | +14.9% |
| 3M | -6.3% | -28.6% | +22.3% | +4.2% |
| 6M | +22.5% | -12.3% | +34.8% | +25.0% |
| YTD | +5.9% | -11.3% | +17.1% | +11.4% |
| 1Y | +24.7% | -10.4% | +35.1% | +31.7% |
| All | +24.7% | -9.1% | +33.7% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling