+64.2%
BURL vs SPY
+77.4%
-13.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.0% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -28.2% | +0.1% | -28.2% | -28.3% |
| 3M | -17.6% | +2.0% | -19.6% | -19.6% |
| 6M | -11.8% | +13.0% | -24.8% | -23.3% |
| YTD | -8.1% | +13.5% | -21.7% | -20.7% |
| 1Y | -12.0% | +20.0% | -31.9% | -28.8% |
| All | +64.2% | +77.4% | -13.2% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling