-37.2%
BAX vs BURL
+258.4%
-295.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.8% |
| 7D | +9.1% | +3.5% | +5.7% | +8.6% |
| 30D | +5.3% | -9.3% | +14.6% | +6.8% |
| 3M | -6.1% | -32.1% | +26.0% | -0.6% |
| 6M | +53.3% | -19.8% | +73.1% | +57.8% |
| YTD | +34.4% | -13.2% | +47.6% | +36.8% |
| 1Y | +43.2% | -7.8% | +51.0% | +44.1% |
| 3Y | -20.1% | +89.3% | -109.5% | -28.0% |
| 5Y | -63.7% | -15.8% | -47.9% | -64.6% |
| All | -37.2% | +258.4% | -295.6% | -44.1% |
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 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