+145.7%
BKR vs BURL
+1,051.1%
-905.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.8% |
| 7D | +1.7% | -2.8% | +4.5% | +2.3% |
| 30D | +3.3% | -28.2% | +31.5% | +11.0% |
| 3M | -3.6% | -17.6% | +14.0% | +0.2% |
| 6M | +5.0% | -11.8% | +16.8% | +6.7% |
| YTD | +40.9% | -8.1% | +49.1% | +41.7% |
| 1Y | +39.2% | -12.0% | +51.2% | +40.5% |
| 3Y | +83.7% | +63.3% | +20.4% | +55.3% |
| 5Y | +207.5% | -10.8% | +218.3% | +189.7% |
| 10Y | +136.3% | +215.9% | -79.6% | +64.5% |
| All | +145.7% | +1,051.1% | -905.4% | +57.9% |
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