+215.7%
BKR vs BURL
-13.9%
+229.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.2% |
| 7D | +0.4% | -2.6% | +3.0% | +0.7% |
| 30D | +3.9% | -30.8% | +34.6% | +9.0% |
| 3M | -1.1% | -18.7% | +17.6% | +1.4% |
| 6M | +7.6% | -16.4% | +24.1% | +9.5% |
| YTD | +41.9% | -11.6% | +53.5% | +43.0% |
| 1Y | +42.2% | -12.0% | +54.2% | +42.9% |
| 3Y | +84.3% | +63.6% | +20.6% | +69.7% |
| 5Y | +215.7% | -12.6% | +228.3% | +213.7% |
| All | +215.7% | -13.9% | +229.6% | +213.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling