-12.1%
BURL vs EXPD
+63.6%
-75.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.2% | +10.9% | +9.0% |
| 7D | +10.4% | +0.3% | +10.1% | +10.1% |
| 30D | -4.9% | +1.8% | -6.8% | -5.8% |
| 3M | -29.8% | +8.9% | -38.7% | -32.5% |
| 6M | -16.5% | +42.2% | -58.7% | -29.1% |
| YTD | -10.5% | +33.4% | -43.9% | -22.6% |
| 1Y | -5.3% | +47.2% | -52.5% | -22.0% |
| 3Y | +95.1% | +81.3% | +13.8% | +41.7% |
| 5Y | -12.1% | +60.2% | -72.3% | -41.0% |
| All | -12.1% | +63.6% | -75.7% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling