+0.3%
BURL vs ADVB
-97.4%
+97.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.5% | +12.2% | +7.7% |
| 7D | +10.4% | -29.5% | +39.9% | +10.5% |
| 30D | -4.9% | -66.9% | +61.9% | -4.7% |
| 3M | -29.8% | -73.7% | +44.0% | -29.6% |
| 6M | -16.5% | -64.8% | +48.3% | -17.5% |
| YTD | -10.5% | -64.0% | +53.5% | -11.1% |
| 1Y | -5.3% | -77.0% | +71.7% | -4.9% |
| All | +0.3% | -97.4% | +97.7% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling