+219.6%
BAH vs BURL
+252.7%
-33.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.3% |
| 7D | -3.5% | +4.1% | -7.6% | -4.0% |
| 30D | +24.3% | -9.5% | +33.7% | +25.5% |
| 3M | +16.3% | -33.5% | +49.8% | +21.1% |
| 6M | +13.6% | -22.1% | +35.7% | +16.0% |
| YTD | +3.5% | -14.6% | +18.1% | +4.4% |
| 1Y | +2.7% | -8.4% | +11.1% | +2.6% |
| 3Y | -26.6% | +86.6% | -113.1% | -33.5% |
| 5Y | +8.5% | -17.2% | +25.7% | +6.6% |
| All | +219.6% | +252.7% | -33.1% | +151.3% |
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