+86.6%
BURL vs MKTX
-22.1%
+108.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +4.1% | +0.2% | +3.9% | +4.1% |
| 30D | -9.5% | +0.9% | -10.3% | -9.5% |
| 3M | -33.5% | +2.3% | -35.8% | -33.5% |
| 6M | -22.1% | +12.4% | -34.5% | -22.2% |
| YTD | -14.6% | -7.3% | -7.3% | -14.8% |
| 1Y | -8.4% | +1.8% | -10.2% | -8.8% |
| 3Y | +86.6% | -21.2% | +107.7% | +74.4% |
| All | +86.6% | -22.1% | +108.7% | +74.4% |
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