-8.8%
BURL vs BG
+8.4%
-17.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +4.6% |
| 7D | +7.7% | +7.4% | +0.3% | +9.3% |
| 30D | -7.1% | -1.5% | -5.6% | -7.5% |
| 3M | -30.3% | -6.1% | -24.2% | -31.2% |
| 6M | -15.5% | -18.0% | +2.5% | -18.6% |
| YTD | -11.0% | +15.6% | -26.6% | -8.4% |
| All | -8.8% | +8.4% | -17.3% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling