-63.9%
BAX vs BURL
-17.2%
-46.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | +12.1% | +4.1% | +8.1% | +11.5% |
| 30D | +7.6% | -9.5% | +17.1% | +9.1% |
| 3M | -4.5% | -33.5% | +29.0% | +1.4% |
| 6M | +52.0% | -22.1% | +74.1% | +57.2% |
| YTD | +35.1% | -14.6% | +49.7% | +38.1% |
| 1Y | +43.7% | -8.4% | +52.1% | +45.1% |
| 3Y | -20.9% | +86.6% | -107.5% | -26.3% |
| All | -63.9% | -17.2% | -46.7% | -66.6% |
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