+64.2%
BURL vs QSR
+26.9%
+37.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -2.8% | +2.4% | -5.2% | -3.6% |
| 30D | -28.2% | +7.6% | -35.8% | -30.1% |
| 3M | -17.6% | +12.6% | -30.2% | -21.3% |
| 6M | -11.8% | +14.4% | -26.1% | -16.5% |
| YTD | -8.1% | +19.6% | -27.8% | -14.6% |
| 1Y | -12.0% | +33.9% | -45.8% | -22.1% |
| All | +64.2% | +26.9% | +37.2% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling