-0.7%
BBY vs BURL
-10.8%
+10.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.9% |
| 7D | +4.5% | -1.6% | +6.0% | +5.1% |
| 30D | +16.8% | -7.7% | +24.6% | +20.3% |
| 3M | +23.2% | -31.7% | +54.9% | +40.7% |
| 6M | +91.9% | -15.2% | +107.1% | +100.5% |
| YTD | +61.6% | -15.9% | +77.6% | +68.1% |
| 1Y | +43.9% | -14.2% | +58.1% | +47.0% |
| 3Y | +88.6% | +93.5% | -4.9% | +39.6% |
| All | -0.7% | -10.8% | +10.1% | -23.8% |
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