+37.9%
BA vs BURL
+269.3%
-231.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.7% | -5.6% | -0.7% |
| 7D | +5.9% | +10.4% | -4.5% | +2.0% |
| 30D | -8.2% | -4.9% | -3.2% | -6.6% |
| 3M | -25.4% | -29.8% | +4.4% | -15.6% |
| 6M | -20.0% | -16.5% | -3.6% | -16.2% |
| YTD | -18.5% | -10.5% | -7.9% | -17.3% |
| 1Y | -10.6% | -5.3% | -5.3% | -12.3% |
| 3Y | -9.3% | +95.1% | -104.3% | -37.7% |
| 5Y | -16.9% | -12.1% | -4.8% | -23.7% |
| 10Y | +37.9% | +273.2% | -235.3% | -12.7% |
| All | +37.9% | +269.3% | -231.5% | -12.7% |
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