+168.3%
USB vs BURL
+1,051.1%
-882.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.9% |
| 7D | +1.4% | -2.8% | +4.2% | +2.1% |
| 30D | -1.3% | -28.2% | +26.9% | +7.1% |
| 3M | +15.2% | -17.6% | +32.8% | +20.5% |
| 6M | +18.8% | -11.8% | +30.6% | +21.4% |
| YTD | +21.0% | -8.1% | +29.2% | +22.2% |
| 1Y | +34.0% | -12.0% | +46.0% | +35.7% |
| 3Y | +95.3% | +63.3% | +32.0% | +62.9% |
| 5Y | +40.4% | -10.8% | +51.2% | +31.5% |
| 10Y | +107.3% | +215.9% | -108.6% | +48.6% |
| All | +168.3% | +1,051.1% | -882.8% | +73.0% |
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