+216.9%
BURL vs BUD
-23.0%
+239.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.5% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -28.2% | -5.7% | -22.5% | -26.2% |
| 3M | -17.6% | +3.1% | -20.7% | -18.9% |
| 6M | -11.8% | +7.9% | -19.7% | -15.3% |
| YTD | -8.1% | +27.3% | -35.5% | -19.0% |
| 1Y | -12.0% | +37.8% | -49.8% | -25.5% |
| 3Y | +63.3% | +49.8% | +13.5% | +28.7% |
| 5Y | -10.8% | +43.8% | -54.7% | -29.5% |
| All | +216.9% | -23.0% | +239.9% | +155.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling