+221.9%
BURL vs BB
+21.8%
+200.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -3.2% |
| 7D | -1.6% | +1.8% | -3.4% | -1.8% |
| 30D | -7.7% | +8.1% | -15.9% | -9.1% |
| 3M | -31.7% | -1.0% | -30.6% | -32.1% |
| 6M | -15.2% | +45.9% | -61.1% | -21.9% |
| YTD | -15.9% | +134.8% | -150.8% | -28.4% |
| 1Y | -14.2% | +104.6% | -118.8% | -25.6% |
| 3Y | +93.5% | +152.8% | -59.3% | +55.9% |
| 5Y | -9.9% | -17.4% | +7.5% | -18.8% |
| All | +221.9% | +21.8% | +200.2% | +124.8% |
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