+62.2%
BURL vs REPL
+25.1%
+37.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.8% |
| 7D | +3.5% | +15.1% | -11.7% | +2.8% |
| 30D | -9.3% | +51.1% | -60.4% | -11.1% |
| 3M | -32.1% | +69.2% | -101.3% | -33.9% |
| 6M | -19.8% | +597.6% | -617.4% | -29.9% |
| YTD | -13.2% | +106.0% | -119.2% | -21.8% |
| 1Y | -7.8% | +133.3% | -141.2% | -17.6% |
| 3Y | +89.3% | +41.0% | +48.3% | +47.5% |
| 5Y | -15.8% | -40.1% | +24.3% | -30.1% |
| All | +62.2% | +25.1% | +37.0% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling