+217.6%
BAC vs BURL
+232.1%
-14.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +2.0% |
| 7D | +3.2% | -1.6% | +4.8% | +3.7% |
| 30D | -0.7% | -7.7% | +7.0% | +1.4% |
| 3M | -20.0% | -31.7% | +11.7% | -11.4% |
| 6M | +3.4% | -15.2% | +18.6% | +6.8% |
| YTD | -5.7% | -15.9% | +10.2% | -2.7% |
| 1Y | -1.4% | -14.2% | +12.8% | +0.5% |
| 3Y | +97.9% | +93.5% | +4.4% | +49.4% |
| 5Y | +22.9% | -9.9% | +32.8% | +13.2% |
| All | +217.6% | +232.1% | -14.5% | +121.3% |
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