+240.7%
BURL vs EXEL
+461.0%
-220.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | +4.1% | +0.3% | +3.8% | +4.0% |
| 30D | -9.5% | +19.0% | -28.5% | -12.2% |
| 3M | -33.5% | +33.3% | -66.8% | -36.9% |
| 6M | -22.1% | +42.9% | -64.9% | -27.2% |
| YTD | -14.6% | +58.7% | -73.3% | -21.9% |
| 1Y | -8.4% | +70.5% | -78.9% | -17.3% |
| 3Y | +86.6% | +233.8% | -147.3% | +45.4% |
| 5Y | -17.2% | +259.3% | -276.5% | -36.9% |
| All | +240.7% | +461.0% | -220.4% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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