+20.6%
BRO vs BURL
-13.9%
+34.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.7% | -0.8% | -4.2% |
| 7D | -5.4% | -2.6% | -2.8% | -5.1% |
| 30D | -4.3% | -30.8% | +26.4% | -1.1% |
| 3M | +17.8% | -18.7% | +36.5% | +20.0% |
| 6M | -6.8% | -16.4% | +9.7% | -5.5% |
| YTD | -13.8% | -11.6% | -2.2% | -13.3% |
| 1Y | -27.8% | -12.0% | -15.8% | -27.5% |
| 3Y | -4.7% | +63.6% | -68.3% | -12.0% |
| 5Y | +20.6% | -12.6% | +33.2% | +21.1% |
| All | +20.6% | -13.9% | +34.5% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling