+216.9%
BURL vs USFR
+28.0%
+188.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -28.2% | +0.3% | -28.5% | -28.6% |
| 3M | -17.6% | +1.0% | -18.6% | -19.3% |
| 6M | -11.8% | +1.9% | -13.7% | -15.2% |
| YTD | -8.1% | +2.6% | -10.8% | -13.0% |
| 1Y | -12.0% | +4.0% | -16.0% | -18.9% |
| 3Y | +63.3% | +14.1% | +49.2% | +23.5% |
| 5Y | -10.8% | +20.4% | -31.2% | -40.4% |
| All | +216.9% | +28.0% | +188.9% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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