+240.7%
BURL vs M
-4.2%
+244.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -0.1% |
| 7D | +4.1% | -4.3% | +8.4% | +5.6% |
| 30D | -9.5% | +1.3% | -10.7% | -9.9% |
| 3M | -33.5% | -7.4% | -26.1% | -31.9% |
| 6M | -22.1% | +18.3% | -40.4% | -26.9% |
| YTD | -14.6% | +7.6% | -22.1% | -17.9% |
| 1Y | -8.4% | +17.4% | -25.8% | -14.9% |
| 3Y | +86.6% | +108.4% | -21.8% | +34.3% |
| 5Y | -17.2% | -10.6% | -6.6% | -25.4% |
| All | +240.7% | -4.2% | +244.9% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling