+1,636.5%
URI vs BURL
+1,051.1%
+585.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.7% |
| 7D | -2.0% | -2.8% | +0.8% | -1.1% |
| 30D | -12.9% | -28.2% | +15.2% | -2.7% |
| 3M | -6.7% | -17.6% | +10.9% | -1.2% |
| 6M | +19.0% | -11.8% | +30.8% | +21.9% |
| YTD | +25.5% | -8.1% | +33.7% | +26.5% |
| 1Y | +5.5% | -12.0% | +17.5% | +6.7% |
| 3Y | +111.3% | +63.3% | +48.0% | +64.3% |
| 5Y | +198.6% | -10.8% | +209.4% | +174.2% |
| 10Y | +1,179.9% | +215.9% | +964.0% | +691.7% |
| All | +1,636.5% | +1,051.1% | +585.4% | +803.4% |
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