+34.3%
UL vs BURL
-15.9%
+50.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.4% |
| 7D | +5.5% | +3.5% | +2.0% | +5.2% |
| 30D | +11.4% | -9.3% | +20.6% | +12.2% |
| 3M | +6.0% | -32.1% | +38.1% | +9.2% |
| 6M | +18.0% | -19.8% | +37.8% | +19.9% |
| YTD | +6.2% | -13.2% | +19.4% | +7.1% |
| 1Y | +1.5% | -7.8% | +9.4% | +1.8% |
| 3Y | +39.8% | +89.3% | -49.5% | +28.8% |
| 5Y | +34.3% | -15.8% | +50.1% | +34.2% |
| All | +34.3% | -15.9% | +50.2% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling