+0.8%
UL vs BURL
-15.0%
+15.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.6% | +1.5% |
| 7D | +1.1% | -1.6% | +2.7% | +1.3% |
| 30D | +4.5% | -7.7% | +12.3% | +5.3% |
| 3M | +6.5% | -31.7% | +38.1% | +10.8% |
| 6M | +18.2% | -15.2% | +33.3% | +20.7% |
| YTD | +4.7% | -15.9% | +20.6% | +7.1% |
| 1Y | +0.8% | -14.2% | +15.0% | +2.6% |
| All | +0.8% | -15.0% | +15.8% | +2.6% |
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