+960.9%
BURL vs BR
+580.6%
+380.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +4.3% |
| 7D | -2.8% | -5.3% | +2.5% | -0.1% |
| 30D | -28.2% | +6.4% | -34.6% | -30.6% |
| 3M | -17.6% | +13.6% | -31.2% | -23.5% |
| 6M | -11.8% | -6.7% | -5.1% | -9.8% |
| YTD | -8.1% | -21.1% | +13.0% | +2.1% |
| 1Y | -12.0% | -29.6% | +17.6% | +4.1% |
| 3Y | +63.3% | -2.4% | +65.7% | +58.0% |
| 5Y | -10.8% | +11.2% | -22.1% | -21.4% |
| 10Y | +215.9% | +191.8% | +24.1% | +60.6% |
| All | +960.9% | +580.6% | +380.3% | +273.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling