+394.9%
BRO vs BURL
+1,011.9%
-617.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -3.4% | -0.8% | -2.6% | -3.3% |
| 30D | +12.4% | -4.4% | +16.9% | +13.1% |
| 3M | +0.4% | -28.6% | +29.0% | +5.1% |
| 6M | +29.6% | -12.3% | +41.9% | +31.2% |
| YTD | -9.5% | -11.3% | +1.8% | -8.9% |
| 1Y | -9.9% | -10.4% | +0.5% | -9.7% |
| 3Y | +0.2% | +96.1% | -95.9% | -13.6% |
| 5Y | +16.3% | -5.0% | +21.3% | +10.0% |
| 10Y | +297.2% | +251.8% | +45.4% | +202.2% |
| All | +394.9% | +1,011.9% | -617.0% | +258.0% |
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