+240.7%
BURL vs BUD
-9.0%
+249.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.9% |
| 7D | +4.1% | +4.5% | -0.4% | +1.9% |
| 30D | -9.5% | +12.5% | -22.0% | -14.5% |
| 3M | -33.5% | 0.0% | -33.5% | -33.7% |
| 6M | -22.1% | +3.8% | -25.9% | -23.8% |
| YTD | -14.6% | +33.1% | -47.6% | -26.4% |
| 1Y | -8.4% | +35.5% | -43.9% | -21.8% |
| 3Y | +86.6% | +49.4% | +37.2% | +47.1% |
| 5Y | -17.2% | +48.0% | -65.2% | -35.4% |
| All | +240.7% | -9.0% | +249.7% | +155.2% |
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