-65.8%
BAX vs BURL
-11.0%
-54.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.6% |
| 7D | -1.1% | -2.8% | +1.6% | -0.8% |
| 30D | -5.5% | -28.2% | +22.7% | -0.7% |
| 3M | +33.5% | -17.6% | +51.1% | +37.4% |
| 6M | +35.9% | -11.8% | +47.6% | +38.1% |
| YTD | +35.4% | -8.1% | +43.5% | +37.0% |
| 1Y | +9.8% | -12.0% | +21.7% | +11.3% |
| 3Y | -32.7% | +63.3% | -96.0% | -36.8% |
| All | -65.8% | -11.0% | -54.9% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling