-16.5%
BURL vs BUD
+13.8%
-30.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.1% | +4.6% | +6.5% |
| 7D | +10.4% | +3.3% | +7.1% | +9.0% |
| 30D | -4.9% | +11.8% | -16.8% | -8.6% |
| 3M | -29.8% | -1.1% | -28.7% | -29.1% |
| 6M | -16.5% | +14.9% | -31.3% | -19.3% |
| All | -16.5% | +13.8% | -30.2% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling