+475.3%
BAC vs BURL
+1,051.1%
-575.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.3% |
| 7D | +0.6% | -2.8% | +3.4% | +1.3% |
| 30D | -0.9% | -28.2% | +27.3% | +8.0% |
| 3M | +16.3% | -17.6% | +33.9% | +21.8% |
| 6M | +26.0% | -11.8% | +37.7% | +28.9% |
| YTD | +15.2% | -8.1% | +23.3% | +16.5% |
| 1Y | +26.5% | -12.0% | +38.5% | +28.2% |
| 3Y | +132.4% | +63.3% | +69.1% | +90.4% |
| 5Y | +72.6% | -10.8% | +83.4% | +60.7% |
| 10Y | +389.7% | +215.9% | +173.8% | +229.5% |
| All | +475.3% | +1,051.1% | -575.8% | +234.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling