+232.1%
W vs BURL
+252.7%
-20.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.4% |
| 7D | -3.6% | +4.1% | -7.7% | -5.7% |
| 30D | +7.0% | -9.5% | +16.4% | +13.9% |
| 3M | +7.4% | -33.5% | +40.9% | +36.6% |
| 6M | +69.3% | -22.1% | +91.4% | +93.9% |
| YTD | +11.3% | -14.6% | +25.9% | +20.3% |
| 1Y | +13.2% | -8.4% | +21.6% | +15.3% |
| 3Y | +142.0% | +86.6% | +55.5% | +59.2% |
| 5Y | -54.6% | -17.2% | -37.5% | -54.6% |
| All | +232.1% | +252.7% | -20.6% | +92.3% |
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