+70.0%
UBER vs BURL
+54.8%
+15.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | +1.2% | -0.8% | +2.0% | +1.5% |
| 30D | -1.1% | -4.4% | +3.3% | +0.5% |
| 3M | -10.0% | -28.6% | +18.6% | +1.8% |
| 6M | -7.2% | -12.3% | +5.1% | -4.2% |
| YTD | -13.5% | -11.3% | -2.2% | -11.8% |
| 1Y | -24.5% | -10.4% | -14.0% | -24.1% |
| 3Y | +37.0% | +96.1% | -59.0% | -8.2% |
| 5Y | +63.3% | -5.0% | +68.3% | +44.4% |
| All | +70.0% | +54.8% | +15.2% | -0.7% |
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 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