-5.3%
BURL vs BUD
+38.4%
-43.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.1% | +4.6% | +6.7% |
| 7D | +10.4% | +3.3% | +7.1% | +9.2% |
| 30D | -4.9% | +11.8% | -16.8% | -8.2% |
| 3M | -29.8% | -1.1% | -28.7% | -29.4% |
| 6M | -16.5% | +14.9% | -31.3% | -19.2% |
| YTD | -10.5% | +32.6% | -43.1% | -18.7% |
| 1Y | -5.3% | +37.2% | -42.5% | -15.5% |
| All | -5.3% | +38.4% | -43.7% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling