-5.3%
BURL vs EXPD
+53.8%
-59.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.2% | +10.9% | +8.2% |
| 7D | +10.4% | +0.3% | +10.1% | +10.2% |
| 30D | -4.9% | +1.8% | -6.8% | -5.4% |
| 3M | -29.8% | +8.9% | -38.7% | -31.2% |
| 6M | -16.5% | +42.2% | -58.7% | -23.6% |
| YTD | -10.5% | +33.4% | -43.9% | -17.2% |
| 1Y | -5.3% | +47.2% | -52.5% | -11.6% |
| All | -5.3% | +53.8% | -59.1% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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