+12.4%
W vs BURL
-5.1%
+17.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.9% | -5.3% | -6.8% |
| 7D | -5.6% | +3.5% | -9.1% | -6.9% |
| 30D | +7.5% | -9.3% | +16.8% | +12.2% |
| 3M | +5.4% | -32.1% | +37.5% | +27.1% |
| 6M | +79.4% | -19.8% | +99.2% | +94.9% |
| YTD | +12.9% | -13.2% | +26.1% | +21.4% |
| 1Y | +12.4% | -7.8% | +20.2% | +19.5% |
| All | +12.4% | -5.1% | +17.5% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling