+73.5%
BA vs BURL
+215.5%
-142.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.2% |
| 7D | +1.2% | -2.8% | +3.9% | +2.2% |
| 30D | -11.6% | -28.2% | +16.5% | -0.4% |
| 3M | -2.4% | -17.6% | +15.2% | +4.2% |
| 6M | -6.6% | -11.8% | +5.2% | -3.9% |
| YTD | -2.2% | -8.1% | +5.9% | -1.2% |
| 1Y | -8.0% | -12.0% | +3.9% | -6.7% |
| 3Y | -5.0% | +63.3% | -68.3% | -29.3% |
| 5Y | -2.7% | -10.8% | +8.1% | -10.8% |
| All | +73.5% | +215.5% | -142.0% | +11.7% |
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