+89.6%
BURL vs EXEL
+227.0%
-137.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.6% | +2.6% | -2.2% |
| 7D | +3.5% | +3.8% | -0.3% | +2.9% |
| 30D | -9.3% | +17.8% | -27.1% | -11.3% |
| 3M | -32.1% | +21.2% | -53.3% | -34.0% |
| 6M | -19.8% | +54.7% | -74.5% | -25.1% |
| YTD | -13.2% | +56.8% | -69.9% | -19.3% |
| 1Y | -7.8% | +70.2% | -78.0% | -15.4% |
| All | +89.6% | +227.0% | -137.4% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling