+960.9%
BURL vs M
-11.3%
+972.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.8% |
| 7D | -2.8% | +4.7% | -7.5% | -4.3% |
| 30D | -28.2% | -9.6% | -18.5% | -25.7% |
| 3M | -17.6% | +0.9% | -18.4% | -18.1% |
| 6M | -11.8% | +22.3% | -34.0% | -18.2% |
| YTD | -8.1% | +6.5% | -14.7% | -11.3% |
| 1Y | -12.0% | +38.8% | -50.7% | -22.9% |
| 3Y | +63.3% | +115.9% | -52.6% | +15.7% |
| 5Y | -10.8% | +28.6% | -39.4% | -28.1% |
| 10Y | +215.9% | -2.5% | +218.4% | +123.9% |
| All | +960.9% | -11.3% | +972.2% | +785.4% |
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