+598.6%
BAH vs BURL
+1,021.0%
-422.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | +0.7% |
| 7D | +5.8% | +10.4% | -4.6% | +4.6% |
| 30D | +28.7% | -4.9% | +33.6% | +29.3% |
| 3M | +20.9% | -29.8% | +50.7% | +25.3% |
| 6M | +15.2% | -16.5% | +31.6% | +16.8% |
| YTD | +7.1% | -10.5% | +17.6% | +7.5% |
| 1Y | +6.4% | -5.3% | +11.7% | +5.9% |
| 3Y | -23.6% | +95.1% | -118.7% | -31.2% |
| 5Y | +11.5% | -12.1% | +23.6% | +8.2% |
| 10Y | +236.3% | +273.2% | -36.8% | +159.0% |
| All | +598.6% | +1,021.0% | -422.4% | +384.1% |
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