+16.9%
AGG vs BURL
+261.4%
-244.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | 0.0% |
| 7D | +0.4% | +7.7% | -7.3% | +0.3% |
| 30D | +2.1% | -7.1% | +9.3% | +2.2% |
| 3M | -0.3% | -30.3% | +29.9% | 0.0% |
| 6M | -0.9% | -15.5% | +14.6% | -0.8% |
| YTD | -0.3% | -11.0% | +10.6% | -0.3% |
| 1Y | 0.0% | -8.4% | +8.4% | 0.0% |
| 3Y | +15.3% | +96.7% | -81.4% | +14.2% |
| 5Y | -1.4% | -14.1% | +12.7% | -2.2% |
| 10Y | +16.9% | +255.1% | -238.2% | +15.6% |
| All | +16.9% | +261.4% | -244.5% | +15.6% |
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