-3.8%
BROS vs BURL
-11.9%
+8.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -19.0% | +5.9% | -24.9% | -20.7% |
| 30D | -7.3% | -8.3% | +1.1% | -3.8% |
| 3M | -31.2% | -31.6% | +0.4% | -20.1% |
| 6M | -33.0% | -16.6% | -16.4% | -29.1% |
| YTD | -42.4% | -12.1% | -30.3% | -40.1% |
| 1Y | -37.7% | -10.0% | -27.8% | -36.6% |
| 3Y | +28.2% | +94.3% | -66.1% | -11.1% |
| 5Y | -43.4% | -13.2% | -30.1% | -51.5% |
| All | -3.8% | -11.9% | +8.1% | -17.4% |
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