+64.2%
BURL vs EXPD
+68.7%
-4.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | -2.8% | -1.1% | -1.7% | -2.3% |
| 30D | -28.2% | +4.1% | -32.2% | -29.3% |
| 3M | -17.6% | +17.9% | -35.5% | -23.1% |
| 6M | -11.8% | +29.2% | -41.0% | -21.1% |
| YTD | -8.1% | +27.4% | -35.5% | -18.0% |
| 1Y | -12.0% | +56.8% | -68.8% | -29.7% |
| All | +64.2% | +68.7% | -4.5% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling