+1,324.6%
URI vs BURL
+258.4%
+1,066.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.9% | -4.2% | -6.0% |
| 7D | -12.9% | +3.5% | -16.4% | -14.2% |
| 30D | -3.4% | -9.3% | +5.9% | -0.2% |
| 3M | -10.0% | -32.1% | +22.1% | +2.9% |
| 6M | +12.2% | -19.8% | +32.0% | +19.0% |
| YTD | +29.8% | -13.2% | +42.9% | +32.4% |
| 1Y | +24.6% | -7.8% | +32.4% | +23.1% |
| 3Y | +137.6% | +89.3% | +48.3% | +67.4% |
| 5Y | +176.6% | -15.8% | +192.4% | +157.7% |
| All | +1,324.6% | +258.4% | +1,066.2% | +824.2% |
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 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