-14.2%
BURL vs EXEL
+60.1%
-74.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.4% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | -7.7% | +13.1% | -20.9% | -8.9% |
| 3M | -31.7% | +36.3% | -68.0% | -34.0% |
| 6M | -15.2% | +34.5% | -49.7% | -18.4% |
| YTD | -15.9% | +57.4% | -73.3% | -22.1% |
| 1Y | -14.2% | +62.9% | -77.1% | -22.0% |
| All | -14.2% | +60.1% | -74.3% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling