+216.9%
BURL vs EXPD
+315.7%
-98.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.2% |
| 7D | -2.8% | -1.1% | -1.7% | -2.2% |
| 30D | -28.2% | +4.1% | -32.2% | -29.7% |
| 3M | -17.6% | +17.9% | -35.5% | -24.6% |
| 6M | -11.8% | +29.2% | -41.0% | -23.4% |
| YTD | -8.1% | +27.4% | -35.5% | -20.4% |
| 1Y | -12.0% | +56.8% | -68.8% | -32.4% |
| 3Y | +63.3% | +68.0% | -4.7% | +18.7% |
| 5Y | -10.8% | +61.9% | -72.7% | -36.0% |
| All | +216.9% | +315.7% | -98.8% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling