-0.2%
BRO vs BURL
+70.6%
-70.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.7% |
| 7D | -2.6% | -2.8% | +0.2% | -2.4% |
| 30D | +0.9% | -28.2% | +29.1% | +2.9% |
| 3M | +24.8% | -17.6% | +42.3% | +26.3% |
| 6M | -0.1% | -11.8% | +11.7% | +0.5% |
| YTD | -9.7% | -8.1% | -1.6% | -9.5% |
| 1Y | -24.5% | -12.0% | -12.5% | -24.1% |
| All | -0.2% | +70.6% | -70.8% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling