-10.0%
BURL vs M
+26.3%
-36.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +5.9% | +5.0% | +0.8% | +4.4% |
| 30D | -8.3% | +10.6% | -18.9% | -10.7% |
| 3M | -31.6% | +1.6% | -33.2% | -32.3% |
| 6M | -16.6% | +30.8% | -47.4% | -21.8% |
| YTD | -12.1% | +16.9% | -29.0% | -17.2% |
| 1Y | -10.0% | +26.3% | -36.2% | -12.7% |
| All | -10.0% | +26.3% | -36.3% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling