+255.1%
BURL vs SPY
+315.0%
-60.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.9% | +1.6% |
| 7D | +7.7% | +0.1% | +7.6% | +7.7% |
| 30D | -7.1% | -3.3% | -3.8% | -3.6% |
| 3M | -30.3% | -2.4% | -27.9% | -28.4% |
| 6M | -15.5% | +2.6% | -18.1% | -18.3% |
| YTD | -11.0% | +11.2% | -22.2% | -21.4% |
| 1Y | -8.4% | +13.4% | -21.8% | -21.1% |
| 3Y | +96.7% | +79.9% | +16.8% | +0.5% |
| 5Y | -14.1% | +72.2% | -86.2% | -53.4% |
| 10Y | +255.1% | +307.3% | -52.3% | -1.8% |
| All | +255.1% | +315.0% | -60.0% | -1.8% |
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