+902.7%
BURL vs M
-6.1%
+908.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.9% | +2.9% | -1.0% |
| 7D | +3.5% | -2.1% | +5.6% | +4.3% |
| 30D | -9.3% | +7.7% | -17.0% | -11.5% |
| 3M | -32.1% | -4.4% | -27.7% | -31.2% |
| 6M | -19.8% | +27.5% | -47.3% | -26.7% |
| YTD | -13.2% | +12.8% | -25.9% | -17.9% |
| 1Y | -7.8% | +20.7% | -28.6% | -15.3% |
| 3Y | +89.3% | +111.3% | -22.0% | +34.7% |
| 5Y | -15.8% | -6.3% | -9.5% | -25.3% |
| 10Y | +262.2% | +1.5% | +260.7% | +153.6% |
| All | +902.7% | -6.1% | +908.8% | +719.8% |
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