+1,340.7%
URI vs BURL
+252.7%
+1,088.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.7% |
| 7D | -9.8% | +4.1% | -13.9% | -11.3% |
| 30D | +1.7% | -9.5% | +11.2% | +5.1% |
| 3M | -9.1% | -33.5% | +24.5% | +4.8% |
| 6M | +9.9% | -22.1% | +31.9% | +17.8% |
| YTD | +31.2% | -14.6% | +45.8% | +34.7% |
| 1Y | +25.9% | -8.4% | +34.3% | +24.6% |
| 3Y | +147.4% | +86.6% | +60.8% | +75.2% |
| 5Y | +179.7% | -17.2% | +196.9% | +162.1% |
| All | +1,340.7% | +252.7% | +1,088.0% | +840.1% |
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 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