+240.7%
BURL vs URA
+278.3%
-37.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -2.8% |
| 7D | +4.1% | -4.1% | +8.2% | +5.1% |
| 30D | -9.5% | -19.0% | +9.5% | -4.6% |
| 3M | -33.5% | -25.1% | -8.4% | -28.8% |
| 6M | -22.1% | -44.5% | +22.4% | -10.2% |
| YTD | -14.6% | -24.3% | +9.7% | -11.5% |
| 1Y | -8.4% | -28.1% | +19.8% | -4.1% |
| 3Y | +86.6% | +40.7% | +45.9% | +51.6% |
| 5Y | -17.2% | +35.5% | -52.6% | -34.8% |
| All | +240.7% | +278.3% | -37.6% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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