+206.5%
BURL vs QSR
+122.5%
+84.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.4% | -2.4% |
| 7D | -2.6% | +0.1% | -2.6% | -2.6% |
| 30D | -30.8% | +5.9% | -36.7% | -33.1% |
| 3M | -18.7% | +10.5% | -29.1% | -23.6% |
| 6M | -16.4% | +7.7% | -24.1% | -20.7% |
| YTD | -11.6% | +16.8% | -28.4% | -20.2% |
| 1Y | -12.0% | +30.9% | -42.9% | -26.3% |
| 3Y | +63.6% | +28.2% | +35.4% | +35.1% |
| 5Y | -12.6% | +45.0% | -57.6% | -34.0% |
| 10Y | +206.5% | +127.3% | +79.2% | +73.9% |
| All | +206.5% | +122.5% | +84.1% | +73.9% |
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