+85.2%
BKR vs BURL
+970.5%
-885.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.0% |
| 7D | -13.3% | +4.1% | -17.4% | -14.2% |
| 30D | -13.6% | -9.5% | -4.1% | -12.0% |
| 3M | -23.4% | -33.5% | +10.1% | -16.7% |
| 6M | -27.9% | -22.1% | -5.8% | -24.9% |
| YTD | +6.3% | -14.6% | +20.8% | +8.0% |
| 1Y | +2.3% | -8.4% | +10.7% | +1.8% |
| 3Y | +45.1% | +86.6% | -41.5% | +18.4% |
| 5Y | +114.9% | -17.2% | +132.1% | +105.2% |
| 10Y | +52.1% | +256.4% | -204.2% | +4.0% |
| All | +85.2% | +970.5% | -885.3% | +20.3% |
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