+278.8%
BBY vs BURL
+1,051.1%
-772.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +2.3% |
| 7D | +9.5% | -2.8% | +12.3% | +10.6% |
| 30D | +6.8% | -28.2% | +35.0% | +19.8% |
| 3M | +28.9% | -17.6% | +46.4% | +37.5% |
| 6M | +37.8% | -11.8% | +49.6% | +41.8% |
| YTD | +38.7% | -8.1% | +46.9% | +40.4% |
| 1Y | +23.7% | -12.0% | +35.6% | +25.9% |
| 3Y | +39.1% | +63.3% | -24.2% | +10.6% |
| 5Y | -0.4% | -10.8% | +10.4% | -8.1% |
| 10Y | +234.0% | +215.9% | +18.1% | +83.3% |
| All | +278.8% | +1,051.1% | -772.3% | +55.2% |
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