+216.9%
BURL vs EXEL
+400.1%
-183.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -2.8% | +8.4% | -11.2% | -4.1% |
| 30D | -28.2% | +4.1% | -32.2% | -28.8% |
| 3M | -17.6% | +12.4% | -30.0% | -19.4% |
| 6M | -11.8% | +41.5% | -53.3% | -17.4% |
| YTD | -8.1% | +34.6% | -42.8% | -13.4% |
| 1Y | -12.0% | +57.9% | -69.8% | -19.6% |
| 3Y | +63.3% | +159.5% | -96.2% | +33.7% |
| 5Y | -10.8% | +198.5% | -209.3% | -29.6% |
| All | +216.9% | +400.1% | -183.2% | +133.0% |
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