+236.9%
W vs BURL
+258.4%
-21.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.9% | -5.3% | -6.4% |
| 7D | -5.6% | +3.5% | -9.1% | -7.3% |
| 30D | +7.5% | -9.3% | +16.8% | +14.4% |
| 3M | +5.4% | -32.1% | +37.5% | +32.4% |
| 6M | +79.4% | -19.8% | +99.2% | +101.8% |
| YTD | +12.9% | -13.2% | +26.1% | +20.8% |
| 1Y | +12.4% | -7.8% | +20.2% | +14.1% |
| 3Y | +128.5% | +89.3% | +39.2% | +49.0% |
| 5Y | -54.0% | -15.8% | -38.1% | -54.4% |
| All | +236.9% | +258.4% | -21.5% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling