+255.1%
BURL vs BG
+95.6%
+159.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.6% |
| 7D | +7.7% | +7.4% | +0.3% | +5.6% |
| 30D | -7.1% | -1.5% | -5.6% | -6.9% |
| 3M | -30.3% | -6.1% | -24.2% | -29.6% |
| 6M | -15.5% | -18.0% | +2.5% | -11.8% |
| YTD | -11.0% | +15.6% | -26.6% | -17.3% |
| 1Y | -8.4% | +9.6% | -18.0% | -13.6% |
| 3Y | +96.7% | +6.3% | +90.4% | +82.8% |
| 5Y | -14.1% | +24.6% | -38.6% | -27.3% |
| 10Y | +255.1% | +98.1% | +156.9% | +113.6% |
| All | +255.1% | +95.6% | +159.4% | +113.6% |
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