+221.9%
BURL vs BG
+111.0%
+110.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.2% | -4.0% |
| 7D | -1.6% | +2.6% | -4.2% | -2.3% |
| 30D | -7.7% | -6.7% | -1.1% | -6.1% |
| 3M | -31.7% | -9.3% | -22.4% | -30.2% |
| 6M | -15.2% | -18.3% | +3.2% | -11.3% |
| YTD | -15.9% | +16.2% | -32.1% | -22.0% |
| 1Y | -14.2% | +7.6% | -21.8% | -18.6% |
| 3Y | +93.5% | +6.6% | +87.0% | +79.7% |
| 5Y | -9.9% | +22.2% | -32.1% | -23.2% |
| All | +221.9% | +111.0% | +110.9% | +97.4% |
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