-15.9%
BURL vs BR
+19.3%
-35.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.8% |
| 7D | +4.1% | +6.5% | -2.4% | +1.2% |
| 30D | -9.5% | +18.9% | -28.4% | -16.3% |
| 3M | -33.5% | +16.3% | -49.8% | -38.2% |
| 6M | -22.1% | +26.2% | -48.3% | -31.0% |
| YTD | -14.6% | -13.1% | -1.5% | -8.4% |
| 1Y | -8.4% | -10.5% | +2.1% | -3.5% |
| 3Y | +86.6% | +13.3% | +73.2% | +63.5% |
| All | -15.9% | +19.3% | -35.2% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling