+98.3%
USB vs BURL
+63.9%
+34.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.8% |
| 7D | +1.4% | -2.8% | +4.2% | +2.0% |
| 30D | -1.3% | -28.2% | +26.9% | +6.1% |
| 3M | +15.2% | -17.6% | +32.8% | +19.9% |
| 6M | +18.8% | -11.8% | +30.6% | +21.1% |
| YTD | +21.0% | -8.1% | +29.2% | +22.0% |
| 1Y | +34.0% | -12.0% | +46.0% | +35.7% |
| All | +98.3% | +63.9% | +34.3% | +76.5% |
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