+902.7%
BURL vs SPY
+441.7%
+461.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | +1.9% |
| 7D | +3.5% | -4.7% | +8.2% | +9.1% |
| 30D | -9.3% | -5.9% | -3.4% | -3.1% |
| 3M | -32.1% | -4.5% | -27.6% | -28.6% |
| 6M | -19.8% | +1.8% | -21.6% | -21.7% |
| YTD | -13.2% | +8.3% | -21.5% | -20.8% |
| 1Y | -7.8% | +9.3% | -17.2% | -17.0% |
| 3Y | +89.3% | +74.9% | +14.5% | +1.9% |
| 5Y | -15.8% | +67.3% | -83.1% | -51.9% |
| 10Y | +262.2% | +311.6% | -49.4% | -15.1% |
| All | +902.7% | +441.7% | +461.0% | +92.1% |
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