+933.1%
BURL vs BB
+12.6%
+920.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +7.0% | +0.7% | +6.8% |
| 7D | +10.4% | -6.8% | +17.2% | +11.4% |
| 30D | -4.9% | -3.5% | -1.4% | -4.9% |
| 3M | -29.8% | -1.2% | -28.5% | -30.1% |
| 6M | -16.5% | +57.0% | -73.4% | -23.4% |
| YTD | -10.5% | +131.1% | -141.7% | -22.8% |
| 1Y | -5.3% | +87.6% | -92.9% | -16.0% |
| 3Y | +95.1% | +134.2% | -39.2% | +61.5% |
| 5Y | -12.1% | -19.9% | +7.9% | -19.7% |
| 10Y | +273.2% | +25.7% | +247.5% | +170.2% |
| All | +933.1% | +12.6% | +920.5% | +631.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling