+0.2%
BBY vs BURL
-14.7%
+14.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | +10.9% | +5.9% | +5.0% | +8.8% |
| 30D | +19.6% | -8.3% | +28.0% | +23.4% |
| 3M | +27.6% | -31.6% | +59.3% | +45.5% |
| 6M | +79.4% | -16.6% | +96.1% | +88.8% |
| YTD | +61.7% | -12.1% | +73.8% | +65.4% |
| 1Y | +40.3% | -10.0% | +50.3% | +40.9% |
| 3Y | +87.9% | +94.3% | -6.4% | +39.6% |
| 5Y | +0.2% | -13.2% | +13.4% | -26.7% |
| All | +0.2% | -14.7% | +14.9% | -26.7% |
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