-0.9%
BA vs BURL
-11.0%
+10.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.1% |
| 7D | +1.2% | -2.8% | +3.9% | +1.9% |
| 30D | -11.6% | -28.2% | +16.5% | -3.6% |
| 3M | -2.4% | -17.6% | +15.2% | +2.4% |
| 6M | -6.6% | -11.8% | +5.2% | -4.6% |
| YTD | -2.2% | -8.1% | +5.9% | -1.4% |
| 1Y | -8.0% | -12.0% | +3.9% | -6.9% |
| 3Y | -5.0% | +63.3% | -68.3% | -22.0% |
| All | -0.9% | -11.0% | +10.0% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling