+64.2%
BURL vs URA
+114.7%
-50.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | -2.8% | +1.1% | -3.9% | -3.0% |
| 30D | -28.2% | +7.4% | -35.6% | -29.1% |
| 3M | -17.6% | -8.4% | -9.2% | -16.6% |
| 6M | -11.8% | -12.7% | +0.9% | -10.5% |
| YTD | -8.1% | +7.8% | -15.9% | -11.6% |
| 1Y | -12.0% | +19.5% | -31.4% | -18.0% |
| All | +64.2% | +114.7% | -50.6% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling