+206.5%
BURL vs MKTX
+6.7%
+199.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -2.6% | +0.4% | -3.0% | -2.6% |
| 30D | -30.8% | +1.0% | -31.7% | -30.9% |
| 3M | -18.7% | +41.3% | -59.9% | -24.5% |
| 6M | -16.4% | -11.3% | -5.1% | -15.0% |
| YTD | -11.6% | -8.6% | -3.0% | -10.9% |
| 1Y | -12.0% | -11.1% | -0.9% | -11.0% |
| 3Y | +63.6% | -24.5% | +88.1% | +66.4% |
| 5Y | -12.6% | -61.4% | +48.8% | +2.2% |
| 10Y | +206.5% | +6.8% | +199.7% | +173.1% |
| All | +206.5% | +6.7% | +199.8% | +173.1% |
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