-4.9%
BAX vs BURL
+1,021.0%
-1,025.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.7% | -3.7% | +2.8% |
| 7D | +4.1% | +10.4% | -6.3% | +2.5% |
| 30D | +9.4% | -4.9% | +14.4% | +10.2% |
| 3M | -6.5% | -29.8% | +23.3% | -1.7% |
| 6M | +59.6% | -16.5% | +76.0% | +63.1% |
| YTD | +38.9% | -10.5% | +49.4% | +40.6% |
| 1Y | +48.0% | -5.3% | +53.3% | +48.3% |
| 3Y | -17.5% | +95.1% | -112.6% | -26.0% |
| 5Y | -62.7% | -12.1% | -50.6% | -63.8% |
| 10Y | -34.2% | +273.2% | -307.4% | -48.8% |
| All | -4.9% | +1,021.0% | -1,025.8% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling