+216.5%
BURL vs BG
+148.6%
+67.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.9% |
| 7D | -2.8% | +2.8% | -5.6% | -3.6% |
| 30D | -28.2% | +12.0% | -40.2% | -30.6% |
| 3M | -17.6% | -7.7% | -9.9% | -16.2% |
| 6M | -11.8% | +4.5% | -16.3% | -14.2% |
| YTD | -8.1% | +35.7% | -43.8% | -17.9% |
| 1Y | -12.0% | +50.1% | -62.0% | -24.4% |
| 3Y | +63.3% | +12.6% | +50.7% | +51.0% |
| 5Y | -10.8% | +75.4% | -86.2% | -32.2% |
| All | +216.5% | +148.6% | +67.9% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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