+933.1%
BURL vs EXPD
+430.8%
+502.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.2% | +10.9% | +9.2% |
| 7D | +10.4% | +0.3% | +10.1% | +10.1% |
| 30D | -4.9% | +1.8% | -6.8% | -6.0% |
| 3M | -29.8% | +8.9% | -38.7% | -32.9% |
| 6M | -16.5% | +42.2% | -58.7% | -30.5% |
| YTD | -10.5% | +33.4% | -43.9% | -23.9% |
| 1Y | -5.3% | +47.2% | -52.5% | -23.6% |
| 3Y | +95.1% | +81.3% | +13.8% | +38.5% |
| 5Y | -12.1% | +60.2% | -72.3% | -35.2% |
| 10Y | +273.2% | +339.5% | -66.4% | +65.9% |
| All | +933.1% | +430.8% | +502.3% | +321.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling