+255.1%
BURL vs BUD
-8.7%
+263.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.6% |
| 7D | +7.7% | +1.3% | +6.4% | +7.0% |
| 30D | -7.1% | +10.0% | -17.2% | -11.4% |
| 3M | -30.3% | +1.6% | -31.9% | -31.0% |
| 6M | -15.5% | +6.5% | -22.1% | -18.4% |
| YTD | -11.0% | +34.8% | -45.8% | -23.8% |
| 1Y | -8.4% | +36.5% | -44.9% | -22.1% |
| 3Y | +96.7% | +49.0% | +47.7% | +55.4% |
| 5Y | -14.1% | +51.7% | -65.8% | -33.8% |
| 10Y | +255.1% | -7.5% | +262.6% | +164.6% |
| All | +255.1% | -8.7% | +263.8% | +164.6% |
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