+64.2%
BURL vs M
+117.7%
-53.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.8% |
| 7D | -2.8% | +4.7% | -7.5% | -4.2% |
| 30D | -28.2% | -9.6% | -18.5% | -25.9% |
| 3M | -17.6% | +0.9% | -18.4% | -18.0% |
| 6M | -11.8% | +22.3% | -34.0% | -17.7% |
| YTD | -8.1% | +6.5% | -14.7% | -11.1% |
| 1Y | -12.0% | +38.8% | -50.7% | -22.3% |
| All | +64.2% | +117.7% | -53.5% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling