+27.0%
BROS vs BURL
-7.9%
+34.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.3% |
| 7D | -6.7% | -2.8% | -3.9% | -5.7% |
| 30D | -29.1% | -28.2% | -0.9% | -19.1% |
| 3M | -16.7% | -17.6% | +0.9% | -10.6% |
| 6M | -11.6% | -11.8% | +0.2% | -7.9% |
| YTD | -23.9% | -8.1% | -15.8% | -22.1% |
| 1Y | -34.8% | -12.0% | -22.8% | -32.9% |
| 3Y | +62.1% | +63.3% | -1.2% | +22.3% |
| All | +27.0% | -7.9% | +34.9% | +7.3% |
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