+86.6%
BURL vs USFR
+14.4%
+72.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +4.1% | +0.1% | +4.0% | +4.3% |
| 30D | -9.5% | +0.4% | -9.9% | -8.8% |
| 3M | -33.5% | +1.1% | -34.6% | -31.9% |
| 6M | -22.1% | +2.1% | -24.1% | -18.0% |
| YTD | -14.6% | +3.4% | -18.0% | -7.6% |
| 1Y | -8.4% | +4.1% | -12.5% | +0.9% |
| 3Y | +86.6% | +14.4% | +72.2% | +540.0% |
| All | +86.6% | +14.4% | +72.1% | +540.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling