+497.5%
BURL vs QSR
+218.5%
+278.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -2.8% | +2.4% | -5.2% | -4.0% |
| 30D | -28.2% | +7.6% | -35.8% | -31.0% |
| 3M | -17.6% | +12.6% | -30.2% | -23.0% |
| 6M | -11.8% | +14.4% | -26.1% | -18.5% |
| YTD | -8.1% | +19.6% | -27.8% | -17.4% |
| 1Y | -12.0% | +33.9% | -45.8% | -25.9% |
| 3Y | +63.3% | +27.1% | +36.2% | +38.4% |
| 5Y | -10.8% | +48.5% | -59.4% | -31.3% |
| 10Y | +215.9% | +126.2% | +89.7% | +91.7% |
| All | +497.5% | +218.5% | +278.9% | +237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling