+392.2%
BRO vs BURL
+1,015.7%
-623.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -2.2% |
| 7D | -1.0% | +7.7% | -8.7% | -2.1% |
| 30D | +13.2% | -7.1% | +20.3% | +14.3% |
| 3M | -0.1% | -30.3% | +30.2% | +4.9% |
| 6M | +26.8% | -15.5% | +42.3% | +29.1% |
| YTD | -10.0% | -11.0% | +1.0% | -9.4% |
| 1Y | -8.7% | -8.4% | -0.3% | -8.8% |
| 3Y | +1.1% | +96.7% | -95.6% | -12.9% |
| 5Y | +16.9% | -14.1% | +30.9% | +12.6% |
| 10Y | +311.3% | +255.1% | +56.2% | +212.7% |
| All | +392.2% | +1,015.7% | -623.5% | +255.9% |
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