+71.4%
BAC vs BURL
-11.0%
+82.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.6% |
| 7D | +1.1% | -2.8% | +3.9% | +1.6% |
| 30D | -0.4% | -28.2% | +27.8% | +6.5% |
| 3M | +16.9% | -17.6% | +34.5% | +21.2% |
| 6M | +26.6% | -11.8% | +38.4% | +28.9% |
| YTD | +15.8% | -8.1% | +23.9% | +16.9% |
| 1Y | +27.2% | -12.0% | +39.1% | +28.7% |
| 3Y | +132.4% | +63.3% | +69.1% | +100.3% |
| All | +71.4% | -11.0% | +82.4% | +64.2% |
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