-10.3%
BURL vs QSR
+53.9%
-64.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -1.6% | -2.9% | +1.4% | -0.1% |
| 30D | -7.7% | +4.1% | -11.9% | -9.6% |
| 3M | -31.7% | -0.7% | -31.0% | -31.6% |
| 6M | -15.2% | +0.4% | -15.6% | -15.8% |
| YTD | -15.9% | +13.5% | -29.4% | -22.5% |
| 1Y | -14.2% | +11.0% | -25.2% | -20.0% |
| 3Y | +93.5% | +22.0% | +71.5% | +64.3% |
| All | -10.3% | +53.9% | -64.2% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling