+252.5%
BURL vs QSR
+130.9%
+121.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +5.9% | +4.5% | +1.4% | +3.3% |
| 30D | -8.3% | +9.4% | -17.7% | -13.0% |
| 3M | -31.6% | +7.5% | -39.1% | -34.7% |
| 6M | -16.6% | -0.8% | -15.8% | -16.7% |
| YTD | -12.1% | +16.9% | -28.9% | -20.9% |
| 1Y | -10.0% | +16.3% | -26.3% | -19.0% |
| 3Y | +94.3% | +25.3% | +69.0% | +62.4% |
| 5Y | -13.2% | +60.4% | -73.6% | -38.7% |
| 10Y | +252.5% | +139.2% | +113.3% | +88.6% |
| All | +252.5% | +130.9% | +121.7% | +88.6% |
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