+94.3%
BURL vs BR
+15.5%
+78.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +5.9% | +5.0% | +0.9% | +4.4% |
| 30D | -8.3% | +16.6% | -24.9% | -12.1% |
| 3M | -31.6% | +12.0% | -43.6% | -33.9% |
| 6M | -16.6% | +30.7% | -47.3% | -23.4% |
| YTD | -12.1% | -11.9% | -0.1% | -6.3% |
| 1Y | -10.0% | -11.6% | +1.6% | -4.2% |
| 3Y | +94.3% | +15.0% | +79.3% | +59.0% |
| All | +94.3% | +15.5% | +78.7% | +59.0% |
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