+184.5%
BAH vs BURL
+215.5%
-31.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.7% |
| 7D | -3.2% | -2.8% | -0.5% | -3.0% |
| 30D | +2.0% | -28.2% | +30.2% | +5.5% |
| 3M | -7.6% | -17.6% | +10.0% | -5.9% |
| 6M | -5.7% | -11.8% | +6.1% | -4.9% |
| YTD | -11.7% | -8.1% | -3.6% | -11.5% |
| 1Y | -27.4% | -12.0% | -15.4% | -27.1% |
| 3Y | -32.5% | +63.3% | -95.8% | -37.8% |
| 5Y | -3.3% | -10.8% | +7.5% | -5.8% |
| All | +184.5% | +215.5% | -31.0% | +129.4% |
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