-7.8%
BURL vs URA
-35.1%
+27.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.3% | -2.5% |
| 7D | +3.5% | -13.3% | +16.7% | +4.7% |
| 30D | -9.3% | -25.9% | +16.6% | -6.8% |
| 3M | -32.1% | -27.8% | -4.3% | -30.2% |
| 6M | -19.8% | -42.8% | +23.0% | -15.6% |
| YTD | -13.2% | -27.5% | +14.3% | -12.1% |
| 1Y | -7.8% | -35.1% | +27.3% | -6.4% |
| All | -7.8% | -35.1% | +27.3% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling