+59.6%
BURL vs REPL
+35.1%
+24.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.0% | -9.6% | -1.9% |
| 7D | +4.1% | +22.8% | -18.7% | +3.1% |
| 30D | -9.5% | +63.8% | -73.3% | -11.6% |
| 3M | -33.5% | +68.1% | -101.6% | -35.2% |
| 6M | -22.1% | +528.5% | -550.6% | -31.5% |
| YTD | -14.6% | +122.4% | -137.0% | -23.3% |
| 1Y | -8.4% | +154.4% | -162.7% | -18.4% |
| 3Y | +86.6% | +68.0% | +18.6% | +43.2% |
| 5Y | -17.2% | -35.4% | +18.2% | -31.5% |
| All | +59.6% | +35.1% | +24.4% | +1.6% |
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