-12.0%
BURL vs BR
-29.1%
+17.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +2.8% |
| 7D | -2.8% | -5.3% | +2.5% | -2.5% |
| 30D | -28.2% | +6.4% | -34.6% | -28.5% |
| 3M | -17.6% | +13.6% | -31.2% | -18.7% |
| 6M | -11.8% | -6.7% | -5.1% | -12.8% |
| YTD | -8.1% | -21.1% | +13.0% | -9.2% |
| 1Y | -12.0% | -29.6% | +17.6% | -13.7% |
| All | -12.0% | -29.1% | +17.1% | -13.7% |
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