-5.6%
BRO vs BURL
-4.6%
-1.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.7% | -3.5% | +3.8% |
| 7D | +12.2% | +10.4% | +1.7% | +11.7% |
| 30D | +21.3% | -4.9% | +26.2% | +20.9% |
| 3M | +4.1% | -29.8% | +33.8% | +3.8% |
| 6M | +28.9% | -16.5% | +45.3% | +29.4% |
| YTD | -6.6% | -10.5% | +4.0% | -6.0% |
| 1Y | -5.6% | -5.3% | -0.2% | -4.7% |
| All | -5.6% | -4.6% | -1.0% | -4.7% |
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