+163.6%
W vs BURL
+575.0%
-411.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.0% |
| 7D | -4.2% | -2.8% | -1.4% | -2.6% |
| 30D | -7.6% | -28.2% | +20.6% | +11.3% |
| 3M | +37.2% | -17.6% | +54.8% | +52.6% |
| 6M | +26.3% | -11.8% | +38.1% | +34.3% |
| YTD | -1.0% | -8.1% | +7.2% | +2.9% |
| 1Y | +20.1% | -12.0% | +32.0% | +25.5% |
| 3Y | +37.8% | +63.3% | -25.5% | +2.4% |
| 5Y | -63.7% | -10.8% | -52.8% | -64.7% |
| 10Y | +156.3% | +215.9% | -59.6% | +47.5% |
| All | +163.6% | +575.0% | -411.4% | +26.2% |
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