+55.0%
BURL vs BRKR
-11.8%
+66.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -9.9% | -8.7% | -1.2% | -8.4% |
| 30D | -32.4% | -9.9% | -22.6% | -31.2% |
| 3M | -30.2% | -3.1% | -27.1% | -30.9% |
| 6M | -21.3% | +45.5% | -66.8% | -29.5% |
| YTD | -17.2% | +13.7% | -30.9% | -22.0% |
| 1Y | -14.4% | +67.4% | -81.8% | -26.6% |
| 3Y | +55.0% | -13.2% | +68.2% | +34.2% |
| All | +55.0% | -11.8% | +66.8% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling