-10.0%
BURL vs QSR
+17.9%
-27.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +5.9% | +4.5% | +1.4% | +4.3% |
| 30D | -8.3% | +9.4% | -17.7% | -10.8% |
| 3M | -31.6% | +7.5% | -39.1% | -33.2% |
| 6M | -16.6% | -0.8% | -15.8% | -16.5% |
| YTD | -12.1% | +16.9% | -28.9% | -16.5% |
| 1Y | -10.0% | +16.3% | -26.3% | -14.4% |
| All | -10.0% | +17.9% | -27.9% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling