+95.3%
BURL vs EXPD
+80.8%
+14.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.2% | +10.9% | +8.8% |
| 7D | +10.4% | +0.3% | +10.1% | +10.1% |
| 30D | -4.9% | +1.8% | -6.8% | -5.7% |
| 3M | -29.8% | +8.9% | -38.7% | -32.2% |
| 6M | -16.5% | +42.2% | -58.7% | -27.8% |
| YTD | -10.5% | +33.4% | -43.9% | -21.4% |
| 1Y | -5.3% | +47.2% | -52.5% | -20.6% |
| All | +95.3% | +80.8% | +14.5% | +33.5% |
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 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