-17.4%
BAX vs BURL
+97.8%
-115.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -0.6% | -0.8% | +0.2% | -0.4% |
| 30D | +6.3% | -4.4% | +10.7% | +7.2% |
| 3M | -4.6% | -28.6% | +24.0% | +2.2% |
| 6M | +50.4% | -12.3% | +62.7% | +53.7% |
| YTD | +38.0% | -11.3% | +49.3% | +41.1% |
| 1Y | +44.6% | -10.4% | +55.0% | +47.2% |
| All | -17.4% | +97.8% | -115.2% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling