-33.9%
BAX vs BURL
+261.4%
-295.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +1.8% |
| 7D | +9.0% | +7.7% | +1.3% | +7.8% |
| 30D | +8.5% | -7.1% | +15.6% | +9.6% |
| 3M | -4.1% | -30.3% | +26.2% | +1.1% |
| 6M | +46.9% | -15.5% | +62.5% | +50.1% |
| YTD | +38.4% | -11.0% | +49.4% | +40.3% |
| 1Y | +47.0% | -8.4% | +55.4% | +48.1% |
| 3Y | -14.9% | +96.7% | -111.6% | -23.8% |
| 5Y | -62.5% | -14.1% | -48.4% | -63.5% |
| 10Y | -33.9% | +255.1% | -289.0% | -41.2% |
| All | -33.9% | +261.4% | -295.3% | -41.2% |
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