+94.3%
BURL vs BB
+152.5%
-58.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +5.9% | +11.6% | -5.7% | +4.5% |
| 30D | -8.3% | +2.6% | -10.9% | -8.9% |
| 3M | -31.6% | +3.5% | -35.2% | -32.3% |
| 6M | -16.6% | +43.5% | -60.1% | -23.0% |
| YTD | -12.1% | +141.2% | -153.2% | -26.0% |
| 1Y | -10.0% | +97.4% | -107.4% | -21.9% |
| 3Y | +94.3% | +151.1% | -56.8% | +54.6% |
| All | +94.3% | +152.5% | -58.2% | +54.6% |
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