-10.7%
BURL vs ARWR
+28.5%
-39.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -2.8% | +1.7% | -4.5% | -3.1% |
| 30D | -28.2% | -0.7% | -27.5% | -28.1% |
| 3M | -17.6% | +14.9% | -32.5% | -20.1% |
| 6M | -11.8% | +32.6% | -44.4% | -17.0% |
| YTD | -8.1% | +30.0% | -38.2% | -13.6% |
| 1Y | -12.0% | +208.4% | -220.3% | -30.7% |
| 3Y | +63.3% | +208.8% | -145.5% | +16.5% |
| All | -10.7% | +28.5% | -39.2% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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