-21.4%
BAX vs BURL
+89.8%
-111.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.6% |
| 7D | +9.1% | +3.5% | +5.7% | +8.4% |
| 30D | +5.3% | -9.3% | +14.6% | +7.3% |
| 3M | -6.1% | -32.1% | +26.0% | +1.5% |
| 6M | +53.3% | -19.8% | +73.1% | +59.6% |
| YTD | +34.4% | -13.2% | +47.6% | +38.0% |
| 1Y | +43.2% | -7.8% | +51.0% | +45.0% |
| All | -21.4% | +89.8% | -111.1% | -25.2% |
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 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