+86.6%
BURL vs BR
+13.3%
+73.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | +4.1% | +6.5% | -2.4% | +2.3% |
| 30D | -9.5% | +18.9% | -28.4% | -13.7% |
| 3M | -33.5% | +16.3% | -49.8% | -36.4% |
| 6M | -22.1% | +26.2% | -48.3% | -27.7% |
| YTD | -14.6% | -13.1% | -1.5% | -8.6% |
| 1Y | -8.4% | -10.5% | +2.1% | -3.4% |
| 3Y | +86.6% | +13.3% | +73.2% | +48.2% |
| All | +86.6% | +13.3% | +73.3% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling