+265.7%
BAC vs BURL
+258.4%
+7.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -2.8% |
| 7D | -2.7% | +3.5% | -6.2% | -3.6% |
| 30D | -8.0% | -9.3% | +1.3% | -5.5% |
| 3M | -20.9% | -32.1% | +11.2% | -12.2% |
| 6M | -5.4% | -19.8% | +14.4% | -0.6% |
| YTD | -8.1% | -13.2% | +5.1% | -5.9% |
| 1Y | -3.1% | -7.8% | +4.7% | -3.3% |
| 3Y | +88.1% | +89.3% | -1.2% | +43.2% |
| 5Y | +19.7% | -15.8% | +35.6% | +13.3% |
| All | +265.7% | +258.4% | +7.3% | +151.8% |
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