+26.1%
USB vs BURL
-10.9%
+37.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.7% | -5.8% | +0.3% |
| 7D | +2.4% | +10.4% | -8.0% | +0.2% |
| 30D | +6.6% | -4.9% | +11.5% | +7.6% |
| 3M | -4.1% | -29.8% | +25.7% | +3.0% |
| 6M | +12.5% | -16.5% | +28.9% | +15.8% |
| YTD | +17.6% | -10.5% | +28.2% | +19.0% |
| 1Y | +36.5% | -5.3% | +41.8% | +35.7% |
| 3Y | +95.4% | +95.1% | +0.3% | +62.0% |
| 5Y | +26.1% | -12.1% | +38.2% | +15.7% |
| All | +26.1% | -10.9% | +37.1% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling