+240.7%
BURL vs SPY
+312.9%
-72.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -2.0% |
| 7D | +4.1% | -2.7% | +6.8% | +7.3% |
| 30D | -9.5% | -5.4% | -4.1% | -3.8% |
| 3M | -33.5% | -4.1% | -29.4% | -30.4% |
| 6M | -22.1% | +0.7% | -22.8% | -23.1% |
| YTD | -14.6% | +8.7% | -23.2% | -22.6% |
| 1Y | -8.4% | +10.9% | -19.2% | -19.1% |
| 3Y | +86.6% | +75.0% | +11.6% | -1.7% |
| 5Y | -17.2% | +67.8% | -85.0% | -53.7% |
| All | +240.7% | +312.9% | -72.2% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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