+289.7%
BRO vs BURL
+232.1%
+57.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.6% | +5.5% | +2.5% |
| 7D | -0.3% | -1.6% | +1.3% | -0.1% |
| 30D | +11.3% | -7.7% | +19.0% | +12.6% |
| 3M | +0.7% | -31.7% | +32.4% | +6.4% |
| 6M | +32.9% | -15.2% | +48.1% | +35.3% |
| YTD | -8.8% | -15.9% | +7.1% | -7.4% |
| 1Y | -9.2% | -14.2% | +5.0% | -8.5% |
| 3Y | +0.1% | +93.5% | -93.5% | -14.9% |
| 5Y | +15.6% | -9.9% | +25.5% | +10.4% |
| All | +289.7% | +232.1% | +57.6% | +195.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling