+94.3%
BURL vs BG
+4.4%
+89.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -1.1% |
| 7D | +5.9% | +5.0% | +0.9% | +5.6% |
| 30D | -8.3% | -3.2% | -5.1% | -8.2% |
| 3M | -31.6% | -11.2% | -20.5% | -31.3% |
| 6M | -16.6% | -19.4% | +2.8% | -15.5% |
| YTD | -12.1% | +13.6% | -25.7% | -16.5% |
| 1Y | -10.0% | +7.3% | -17.2% | -13.7% |
| 3Y | +94.3% | +3.8% | +90.5% | +92.6% |
| All | +94.3% | +4.4% | +89.8% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling