+455.6%
BURL vs QSR
+211.4%
+244.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.0% |
| 7D | +4.1% | +7.3% | -3.2% | +0.4% |
| 30D | -9.5% | +11.9% | -21.4% | -14.6% |
| 3M | -33.5% | +7.5% | -41.0% | -36.2% |
| 6M | -22.1% | +2.5% | -24.6% | -23.5% |
| YTD | -14.6% | +17.0% | -31.5% | -22.3% |
| 1Y | -8.4% | +18.1% | -26.5% | -17.3% |
| 3Y | +86.6% | +28.6% | +57.9% | +57.0% |
| 5Y | -17.2% | +55.8% | -72.9% | -37.8% |
| 10Y | +256.4% | +140.5% | +115.9% | +113.5% |
| All | +455.6% | +211.4% | +244.2% | +216.7% |
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 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