+64.2%
BURL vs MKTX
-28.0%
+92.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -2.8% | +0.4% | -3.2% | -2.8% |
| 30D | -28.2% | +1.1% | -29.2% | -28.2% |
| 3M | -17.6% | +36.1% | -53.7% | -18.0% |
| 6M | -11.8% | -12.9% | +1.1% | -11.6% |
| YTD | -8.1% | -8.5% | +0.4% | -8.1% |
| 1Y | -12.0% | -7.5% | -4.4% | -12.0% |
| All | +64.2% | -28.0% | +92.2% | +68.2% |
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