+255.1%
BURL vs BB
+33.0%
+222.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +3.5% |
| 7D | +7.7% | +15.0% | -7.3% | +5.7% |
| 30D | -7.1% | +3.5% | -10.6% | -8.0% |
| 3M | -30.3% | +2.7% | -33.0% | -31.1% |
| 6M | -15.5% | +44.7% | -60.3% | -22.1% |
| YTD | -11.0% | +143.3% | -154.2% | -24.6% |
| 1Y | -8.4% | +102.2% | -110.6% | -20.4% |
| 3Y | +96.7% | +156.1% | -59.4% | +58.2% |
| 5Y | -14.1% | -17.6% | +3.5% | -22.7% |
| 10Y | +255.1% | +29.0% | +226.1% | +150.3% |
| All | +255.1% | +33.0% | +222.0% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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