+30.0%
BROS vs BURL
+89.8%
-59.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -2.9% | -18.5% | -20.4% |
| 7D | -21.4% | +3.5% | -24.9% | -22.1% |
| 30D | -11.5% | -9.3% | -2.2% | -8.6% |
| 3M | -47.4% | -32.1% | -15.3% | -40.4% |
| 6M | -39.5% | -19.8% | -19.7% | -35.7% |
| YTD | -43.5% | -13.2% | -30.3% | -41.3% |
| 1Y | -37.8% | -7.8% | -29.9% | -37.0% |
| All | +30.0% | +89.8% | -59.8% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling