+960.9%
BURL vs SPY
+467.7%
+493.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.1% |
| YTD | -8.1% | +13.5% | -21.7% | -20.4% |
| 1Y | -12.0% | +20.0% | -31.9% | -28.4% |
| 3Y | +63.3% | +77.2% | -13.9% | -13.2% |
| 5Y | -10.8% | +81.9% | -92.7% | -53.4% |
| 10Y | +215.9% | +314.1% | -98.2% | -26.9% |
| All | +960.9% | +467.7% | +493.2% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling