+163.4%
URI vs BURL
+95.5%
+67.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.7% | -12.1% | -6.2% |
| 7D | -4.3% | +10.4% | -14.7% | -6.7% |
| 30D | +4.6% | -4.9% | +9.5% | +5.7% |
| 3M | -2.1% | -29.8% | +27.6% | +6.4% |
| 6M | +21.9% | -16.5% | +38.4% | +25.4% |
| YTD | +39.7% | -10.5% | +50.2% | +40.0% |
| 1Y | +32.9% | -5.3% | +38.2% | +30.1% |
| All | +163.4% | +95.5% | +67.8% | +134.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling