+132.5%
UL vs BURL
+1,051.1%
-918.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.3% |
| 7D | -1.3% | -2.8% | +1.5% | -1.1% |
| 30D | +0.5% | -28.2% | +28.6% | +4.0% |
| 3M | +17.6% | -17.6% | +35.2% | +19.9% |
| 6M | -5.4% | -11.8% | +6.4% | -4.4% |
| YTD | +0.7% | -8.1% | +8.8% | +1.2% |
| 1Y | -9.3% | -12.0% | +2.7% | -8.7% |
| 3Y | +24.5% | +63.3% | -38.8% | +14.8% |
| 5Y | +23.2% | -10.8% | +34.0% | +19.3% |
| 10Y | +64.5% | +215.9% | -151.4% | +33.5% |
| All | +132.5% | +1,051.1% | -918.6% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling