-7.8%
BURL vs EXPD
+42.2%
-50.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.5% | -2.1% |
| 7D | +3.5% | -4.8% | +8.3% | +4.2% |
| 30D | -9.3% | -1.5% | -7.8% | -9.2% |
| 3M | -32.1% | +4.1% | -36.2% | -32.9% |
| 6M | -19.8% | +24.0% | -43.8% | -24.2% |
| YTD | -13.2% | +27.4% | -40.6% | -19.1% |
| 1Y | -7.8% | +38.4% | -46.2% | -14.1% |
| All | -7.8% | +42.2% | -50.1% | -14.1% |
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