+251.8%
BURL vs TRU
+186.2%
+65.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -4.4% | +24.3% | -28.7% | -13.4% |
| 3M | -28.6% | +2.3% | -30.9% | -30.1% |
| 6M | -12.3% | +17.7% | -30.0% | -20.4% |
| YTD | -11.3% | -3.8% | -7.5% | -13.3% |
| 1Y | -10.4% | -0.3% | -10.1% | -14.1% |
| 3Y | +96.1% | +58.4% | +37.7% | +39.4% |
| 5Y | -5.0% | -24.0% | +19.0% | -3.2% |
| 10Y | +251.8% | +187.9% | +63.9% | +155.2% |
| All | +251.8% | +186.2% | +65.6% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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