+216.9%
BURL vs BB
-0.4%
+217.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -2.8% | -5.6% | +2.8% | -2.0% |
| 30D | -28.2% | -11.8% | -16.4% | -27.1% |
| 3M | -17.6% | -25.5% | +7.9% | -15.3% |
| 6M | -11.8% | +121.3% | -133.0% | -23.9% |
| YTD | -8.1% | +103.2% | -111.3% | -19.8% |
| 1Y | -12.0% | +102.6% | -114.6% | -23.5% |
| 3Y | +63.3% | +37.5% | +25.8% | +43.7% |
| 5Y | -10.8% | -30.4% | +19.6% | -17.6% |
| All | +216.9% | -0.4% | +217.3% | +120.5% |
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