+31.1%
UL vs BURL
-17.2%
+48.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.4% |
| 7D | +1.1% | +4.1% | -2.9% | +0.8% |
| 30D | +8.2% | -9.5% | +17.7% | +9.1% |
| 3M | +4.5% | -33.5% | +38.1% | +7.9% |
| 6M | +12.6% | -22.1% | +34.6% | +14.6% |
| YTD | +3.5% | -14.6% | +18.1% | +4.5% |
| 1Y | -0.4% | -8.4% | +7.9% | -0.1% |
| 3Y | +36.0% | +86.6% | -50.6% | +25.4% |
| All | +31.1% | -17.2% | +48.2% | +30.8% |
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