-15.9%
BURL vs BUD
+48.8%
-64.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | +4.1% | +4.5% | -0.4% | +2.0% |
| 30D | -9.5% | +12.5% | -22.0% | -14.2% |
| 3M | -33.5% | 0.0% | -33.5% | -33.7% |
| 6M | -22.1% | +3.8% | -25.9% | -23.6% |
| YTD | -14.6% | +33.1% | -47.6% | -25.8% |
| 1Y | -8.4% | +35.5% | -43.9% | -21.2% |
| 3Y | +86.6% | +49.4% | +37.2% | +46.6% |
| All | -15.9% | +48.8% | -64.7% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling