+25.2%
ABNB vs BURL
+8.5%
+16.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.4% |
| 7D | +2.7% | -0.8% | +3.5% | +2.9% |
| 30D | +10.8% | -4.4% | +15.2% | +12.2% |
| 3M | -2.1% | -28.6% | +26.5% | +8.2% |
| 6M | +32.2% | -12.3% | +44.5% | +35.6% |
| YTD | +33.5% | -11.3% | +44.7% | +36.1% |
| 1Y | +47.8% | -10.4% | +58.3% | +49.2% |
| 3Y | +53.3% | +96.1% | -42.8% | +13.6% |
| 5Y | -5.5% | -5.0% | -0.5% | -15.9% |
| All | +25.2% | +8.5% | +16.6% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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