+251.8%
BURL vs MKTX
+14.5%
+237.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -4.4% | +0.9% | -5.4% | -4.6% |
| 3M | -28.6% | +2.7% | -31.3% | -28.9% |
| 6M | -12.3% | +15.6% | -27.9% | -15.3% |
| YTD | -11.3% | -7.0% | -4.3% | -10.8% |
| 1Y | -10.4% | -1.2% | -9.2% | -11.2% |
| 3Y | +96.1% | -22.2% | +118.3% | +98.9% |
| 5Y | -5.0% | -53.7% | +48.7% | +6.7% |
| 10Y | +251.8% | +13.0% | +238.8% | +219.8% |
| All | +251.8% | +14.5% | +237.3% | +219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling