+95.3%
BURL vs M
+123.6%
-28.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +7.6% | +0.1% | +5.5% |
| 7D | +10.4% | +8.3% | +2.2% | +7.9% |
| 30D | -4.9% | +14.2% | -19.1% | -8.5% |
| 3M | -29.8% | -1.1% | -28.6% | -29.7% |
| 6M | -16.5% | +36.6% | -53.1% | -24.2% |
| YTD | -10.5% | +19.8% | -30.3% | -16.2% |
| 1Y | -5.3% | +37.2% | -42.5% | -15.2% |
| All | +95.3% | +123.6% | -28.3% | +46.1% |
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