+240.7%
BURL vs BR
+250.0%
-9.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.7% |
| 7D | +4.1% | +6.5% | -2.4% | +0.8% |
| 30D | -9.5% | +18.9% | -28.4% | -17.1% |
| 3M | -33.5% | +16.3% | -49.8% | -38.7% |
| 6M | -22.1% | +26.2% | -48.3% | -31.9% |
| YTD | -14.6% | -13.1% | -1.5% | -9.6% |
| 1Y | -8.4% | -10.5% | +2.1% | -4.7% |
| 3Y | +86.6% | +13.3% | +73.2% | +65.9% |
| 5Y | -17.2% | +19.9% | -37.1% | -29.9% |
| All | +240.7% | +250.0% | -9.3% | +70.8% |
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