-11.8%
BURL vs USFR
+1.9%
-13.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.9% |
| 7D | -2.8% | +0.1% | -2.9% | -2.0% |
| 30D | -28.2% | +0.3% | -28.5% | -25.8% |
| 3M | -17.6% | +1.0% | -18.6% | -4.2% |
| 6M | -11.8% | +1.9% | -13.7% | +27.0% |
| All | -11.8% | +1.9% | -13.7% | +27.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling