+3.0%
BURL vs ADVB
-88.3%
+91.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.6% |
| 7D | -2.8% | -3.8% | +1.0% | -2.8% |
| 30D | -28.2% | +17.6% | -45.7% | -28.2% |
| 3M | -17.6% | +119.1% | -136.7% | -18.7% |
| 6M | -11.8% | +103.4% | -115.2% | -12.8% |
| YTD | -8.1% | +59.8% | -68.0% | -8.9% |
| 1Y | -12.0% | +8.5% | -20.5% | -12.8% |
| All | +3.0% | -88.3% | +91.3% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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