-14.2%
BURL vs BR
-11.4%
-2.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.6% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | -7.7% | +14.4% | -22.1% | -8.6% |
| 3M | -31.7% | +12.4% | -44.1% | -32.3% |
| 6M | -15.2% | +35.4% | -50.6% | -17.2% |
| YTD | -15.9% | -12.2% | -3.8% | -16.2% |
| 1Y | -14.2% | -12.7% | -1.5% | -14.2% |
| All | -14.2% | -11.4% | -2.8% | -14.2% |
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