-5.3%
BURL vs BR
-14.2%
+8.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.0% | +4.7% | +7.4% |
| 7D | +10.4% | +7.0% | +3.4% | +9.7% |
| 30D | -4.9% | +19.0% | -23.9% | -6.2% |
| 3M | -29.8% | +13.1% | -42.8% | -30.5% |
| 6M | -16.5% | +24.6% | -41.1% | -18.3% |
| YTD | -10.5% | -13.6% | +3.1% | -8.7% |
| 1Y | -5.3% | -13.1% | +7.8% | -3.4% |
| All | -5.3% | -14.2% | +8.9% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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