+902.7%
BURL vs BG
+83.6%
+819.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.3% |
| 7D | +3.5% | +2.6% | +0.8% | +2.8% |
| 30D | -9.3% | -8.2% | -1.1% | -7.5% |
| 3M | -32.1% | -7.0% | -25.1% | -31.3% |
| 6M | -19.8% | -23.5% | +3.7% | -15.2% |
| YTD | -13.2% | +12.6% | -25.8% | -18.0% |
| 1Y | -7.8% | +5.8% | -13.6% | -11.5% |
| 3Y | +89.3% | +1.4% | +87.9% | +80.1% |
| 5Y | -15.8% | +21.3% | -37.1% | -26.1% |
| 10Y | +262.2% | +90.7% | +171.5% | +144.3% |
| All | +902.7% | +83.6% | +819.1% | +577.6% |
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 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