-15.9%
BURL vs EXEL
+260.1%
-276.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | +4.1% | +0.3% | +3.8% | +4.0% |
| 30D | -9.5% | +19.0% | -28.5% | -13.0% |
| 3M | -33.5% | +33.3% | -66.8% | -37.8% |
| 6M | -22.1% | +42.9% | -64.9% | -28.7% |
| YTD | -14.6% | +58.7% | -73.3% | -24.2% |
| 1Y | -8.4% | +70.5% | -78.9% | -20.2% |
| 3Y | +86.6% | +233.8% | -147.3% | +24.8% |
| All | -15.9% | +260.1% | -276.0% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling