+240.7%
BURL vs BB
+23.8%
+216.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -2.2% |
| 7D | +4.1% | +3.8% | +0.3% | +3.5% |
| 30D | -9.5% | -0.3% | -9.1% | -9.8% |
| 3M | -33.5% | -0.5% | -33.1% | -34.0% |
| 6M | -22.1% | +45.9% | -68.0% | -28.3% |
| YTD | -14.6% | +130.6% | -145.2% | -27.1% |
| 1Y | -8.4% | +89.2% | -97.5% | -19.6% |
| 3Y | +86.6% | +137.5% | -50.9% | +51.6% |
| 5Y | -17.2% | -20.9% | +3.7% | -25.1% |
| All | +240.7% | +23.8% | +216.9% | +143.7% |
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