+886.6%
BURL vs BG
+84.7%
+802.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +4.1% | +2.5% | +1.5% | +3.4% |
| 30D | -9.5% | -6.1% | -3.4% | -8.2% |
| 3M | -33.5% | -8.5% | -25.0% | -32.4% |
| 6M | -22.1% | -20.4% | -1.7% | -18.4% |
| YTD | -14.6% | +13.3% | -27.8% | -19.4% |
| 1Y | -8.4% | +7.3% | -15.6% | -12.4% |
| 3Y | +86.6% | +2.6% | +84.0% | +76.9% |
| 5Y | -17.2% | +22.0% | -39.1% | -27.4% |
| 10Y | +256.4% | +91.8% | +164.6% | +140.0% |
| All | +886.6% | +84.7% | +802.0% | +565.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling