+93.5%
BURL vs MKTX
-22.1%
+115.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -7.7% | +0.9% | -8.7% | -7.7% |
| 3M | -31.7% | +2.6% | -34.2% | -31.6% |
| 6M | -15.2% | +20.4% | -35.6% | -15.2% |
| YTD | -15.9% | -7.1% | -8.9% | -16.2% |
| 1Y | -14.2% | -2.8% | -11.5% | -14.5% |
| 3Y | +93.5% | -21.7% | +115.3% | +87.5% |
| All | +93.5% | -22.1% | +115.6% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling