+90.6%
BBY vs BURL
+97.8%
-7.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | +3.7% | -0.8% | +4.6% | +4.1% |
| 30D | +20.9% | -4.4% | +25.3% | +22.8% |
| 3M | +27.6% | -28.6% | +56.2% | +42.9% |
| 6M | +86.9% | -12.3% | +99.2% | +92.4% |
| YTD | +63.3% | -11.3% | +74.6% | +65.8% |
| 1Y | +42.6% | -10.4% | +53.0% | +42.9% |
| All | +90.6% | +97.8% | -7.2% | +57.9% |
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