+216.5%
BURL vs BR
+191.0%
+25.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +4.3% |
| 7D | -2.8% | -5.3% | +2.5% | -0.1% |
| 30D | -28.2% | +6.4% | -34.6% | -30.6% |
| 3M | -17.6% | +13.6% | -31.2% | -23.5% |
| 6M | -11.8% | -6.7% | -5.1% | -9.8% |
| YTD | -8.1% | -21.1% | +13.0% | +2.3% |
| 1Y | -12.0% | -29.6% | +17.6% | +4.4% |
| 3Y | +63.3% | -2.4% | +65.7% | +57.7% |
| 5Y | -10.8% | +11.2% | -22.1% | -21.8% |
| All | +216.5% | +191.0% | +25.5% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling