-44.2%
BROS vs BURL
-12.4%
-31.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.2% | +2.4% | +4.9% |
| 7D | -17.9% | +7.7% | -25.6% | -20.2% |
| 30D | -5.4% | -7.1% | +1.8% | -2.3% |
| 3M | -32.1% | -30.3% | -1.8% | -21.5% |
| 6M | -31.7% | -15.5% | -16.1% | -27.9% |
| YTD | -41.2% | -11.0% | -30.2% | -39.1% |
| 1Y | -32.6% | -8.4% | -24.2% | -31.8% |
| 3Y | +32.7% | +96.7% | -64.0% | -9.6% |
| 5Y | -44.2% | -14.1% | -30.2% | -51.6% |
| All | -44.2% | -12.4% | -31.9% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling