+34.5%
BBY vs BURL
-4.6%
+39.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.7% | +0.3% | +6.7% |
| 7D | +4.5% | +10.4% | -5.9% | +3.0% |
| 30D | +16.0% | -4.9% | +20.9% | +16.3% |
| 3M | +18.6% | -29.8% | +48.4% | +21.9% |
| 6M | +80.1% | -16.5% | +96.5% | +81.9% |
| YTD | +57.4% | -10.5% | +68.0% | +58.9% |
| 1Y | +34.5% | -5.3% | +39.8% | +36.0% |
| All | +34.5% | -4.6% | +39.1% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling