+902.7%
BURL vs BUD
+15.8%
+886.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.8% | -3.8% |
| 7D | +3.5% | +7.1% | -3.7% | +0.1% |
| 30D | -9.3% | +12.7% | -22.0% | -14.4% |
| 3M | -32.1% | 0.0% | -32.1% | -32.3% |
| 6M | -19.8% | +7.6% | -27.4% | -22.9% |
| YTD | -13.2% | +35.0% | -48.2% | -25.6% |
| 1Y | -7.8% | +37.6% | -45.4% | -21.8% |
| 3Y | +89.3% | +51.5% | +37.8% | +48.9% |
| 5Y | -15.8% | +50.2% | -66.1% | -34.4% |
| 10Y | +262.2% | -7.2% | +269.4% | +197.5% |
| All | +902.7% | +15.8% | +886.8% | +631.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling