+475.9%
BAH vs BURL
+1,051.1%
-575.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.6% |
| 3M | -7.6% | -17.6% | +10.0% | -5.8% |
| 6M | -5.7% | -11.8% | +6.1% | -4.9% |
| YTD | -11.7% | -8.1% | -3.6% | -11.4% |
| 1Y | -27.4% | -12.0% | -15.4% | -27.1% |
| 3Y | -32.5% | +63.3% | -95.8% | -37.9% |
| 5Y | -3.3% | -10.8% | +7.5% | -6.2% |
| 10Y | +186.0% | +215.9% | -29.9% | +125.2% |
| All | +475.9% | +1,051.1% | -575.2% | +298.7% |
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