+933.1%
BURL vs M
-0.2%
+933.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +7.6% | +0.1% | +5.2% |
| 7D | +10.4% | +8.3% | +2.2% | +7.6% |
| 30D | -4.9% | +14.2% | -19.1% | -9.1% |
| 3M | -29.8% | -1.1% | -28.6% | -29.6% |
| 6M | -16.5% | +36.6% | -53.1% | -25.4% |
| YTD | -10.5% | +19.8% | -30.3% | -17.0% |
| 1Y | -5.3% | +37.2% | -42.5% | -16.7% |
| 3Y | +95.1% | +124.5% | -29.4% | +36.1% |
| 5Y | -12.1% | +1.5% | -13.5% | -24.0% |
| 10Y | +273.2% | +7.8% | +265.3% | +156.1% |
| All | +933.1% | -0.2% | +933.3% | +728.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling