+31.1%
BA vs BURL
+258.4%
-227.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.4% |
| 7D | -0.1% | +3.5% | -3.6% | -1.4% |
| 30D | -9.1% | -9.3% | +0.2% | -5.9% |
| 3M | -28.2% | -32.1% | +3.9% | -17.8% |
| 6M | -23.1% | -19.8% | -3.3% | -18.2% |
| YTD | -20.6% | -13.2% | -7.4% | -18.5% |
| 1Y | -12.7% | -7.8% | -4.9% | -13.5% |
| 3Y | -11.6% | +89.3% | -100.9% | -38.6% |
| 5Y | -23.1% | -15.8% | -7.3% | -28.2% |
| All | +31.1% | +258.4% | -227.3% | -14.9% |
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