+186.3%
BURL vs BRKR
+155.3%
+31.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -9.9% | -8.7% | -1.2% | -7.2% |
| 30D | -32.4% | -9.9% | -22.6% | -30.4% |
| 3M | -30.2% | -3.1% | -27.1% | -31.3% |
| 6M | -21.3% | +45.5% | -66.8% | -33.8% |
| YTD | -17.2% | +13.7% | -30.9% | -24.7% |
| 1Y | -14.4% | +67.4% | -81.8% | -33.1% |
| 3Y | +55.0% | -13.2% | +68.2% | +44.0% |
| 5Y | -16.8% | -39.5% | +22.7% | -13.1% |
| All | +186.3% | +155.3% | +31.0% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling