+42.2%
BKR vs BURL
-17.0%
+59.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +5.9% | 0.0% |
| 7D | -1.5% | -7.0% | +5.4% | -1.1% |
| 30D | -0.7% | -35.6% | +34.9% | +2.9% |
| 3M | +0.5% | -26.3% | +26.8% | +2.7% |
| 6M | +6.6% | -20.7% | +27.3% | +7.5% |
| YTD | +41.3% | -17.2% | +58.5% | +41.4% |
| 1Y | +42.2% | -15.0% | +57.3% | +43.7% |
| All | +42.2% | -17.0% | +59.2% | +43.7% |
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