-35.2%
BROS vs BURL
-15.0%
-20.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.6% | +10.1% | +7.6% |
| 7D | +6.3% | -1.6% | +7.9% | +6.8% |
| 30D | -8.3% | -7.7% | -0.6% | -6.0% |
| 3M | -29.8% | -31.7% | +1.9% | -21.2% |
| 6M | -25.8% | -15.2% | -10.7% | -23.8% |
| YTD | -41.4% | -15.9% | -25.4% | -36.9% |
| 1Y | -35.2% | -14.2% | -21.0% | -29.9% |
| All | -35.2% | -15.0% | -20.1% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling