+255.1%
BURL vs BR
+266.7%
-11.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.7% |
| 7D | +7.7% | +4.4% | +3.3% | +5.4% |
| 30D | -7.1% | +16.3% | -23.4% | -14.0% |
| 3M | -30.3% | +16.2% | -46.5% | -35.8% |
| 6M | -15.5% | +30.3% | -45.9% | -27.4% |
| YTD | -11.0% | -12.2% | +1.2% | -6.2% |
| 1Y | -8.4% | -11.3% | +2.8% | -4.2% |
| 3Y | +96.7% | +15.2% | +81.4% | +73.2% |
| 5Y | -14.1% | +18.0% | -32.1% | -26.7% |
| 10Y | +255.1% | +268.7% | -13.6% | +72.7% |
| All | +255.1% | +266.7% | -11.6% | +72.7% |
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 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