+255.1%
BURL vs QSR
+134.8%
+120.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | +7.7% | +3.9% | +3.8% | +5.5% |
| 30D | -7.1% | +9.3% | -16.4% | -11.8% |
| 3M | -30.3% | +5.9% | -36.2% | -32.8% |
| 6M | -15.5% | -1.0% | -14.6% | -15.6% |
| YTD | -11.0% | +16.7% | -27.7% | -19.9% |
| 1Y | -8.4% | +18.6% | -27.0% | -18.6% |
| 3Y | +96.7% | +25.4% | +71.3% | +64.4% |
| 5Y | -14.1% | +59.0% | -73.1% | -38.9% |
| 10Y | +255.1% | +130.4% | +124.7% | +96.1% |
| All | +255.1% | +134.8% | +120.3% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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