-15.8%
BURL vs URA
+27.0%
-42.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.3% | -1.7% |
| 7D | +3.5% | -13.3% | +16.7% | +7.1% |
| 30D | -9.3% | -25.9% | +16.6% | -2.6% |
| 3M | -32.1% | -27.8% | -4.3% | -26.9% |
| 6M | -19.8% | -42.8% | +23.0% | -9.1% |
| YTD | -13.2% | -27.5% | +14.3% | -9.6% |
| 1Y | -7.8% | -35.1% | +27.3% | -1.4% |
| 3Y | +89.3% | +31.1% | +58.3% | +53.2% |
| 5Y | -15.8% | +29.8% | -45.6% | -36.3% |
| All | -15.8% | +27.0% | -42.8% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling