+89.6%
BURL vs BB
+122.6%
-33.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.5% | -2.4% |
| 7D | +3.5% | -8.9% | +12.4% | +4.5% |
| 30D | -9.3% | -12.6% | +3.3% | -8.2% |
| 3M | -32.1% | -4.1% | -28.0% | -32.2% |
| 6M | -19.8% | +49.5% | -69.3% | -26.8% |
| YTD | -13.2% | +120.8% | -134.0% | -26.1% |
| 1Y | -7.8% | +76.2% | -84.0% | -18.9% |
| All | +89.6% | +122.6% | -33.0% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling