+396.6%
BAC vs BURL
+215.5%
+181.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.8% |
| 7D | +1.1% | -2.8% | +3.9% | +1.9% |
| 30D | -0.4% | -28.2% | +27.8% | +9.2% |
| 3M | +16.9% | -17.6% | +34.5% | +22.9% |
| 6M | +26.6% | -11.8% | +38.4% | +29.7% |
| YTD | +15.8% | -8.1% | +23.9% | +17.1% |
| 1Y | +27.2% | -12.0% | +39.1% | +29.0% |
| 3Y | +132.4% | +63.3% | +69.1% | +86.5% |
| 5Y | +72.6% | -10.8% | +83.4% | +60.9% |
| All | +396.6% | +215.5% | +181.1% | +230.3% |
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