+104.4%
BDX vs BURL
+232.1%
-127.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +1.4% |
| 7D | +2.9% | -1.6% | +4.5% | +3.0% |
| 30D | +15.4% | -7.7% | +23.2% | +16.3% |
| 3M | +20.5% | -31.7% | +52.2% | +24.7% |
| 6M | +53.2% | -15.2% | +68.3% | +54.9% |
| YTD | +45.7% | -15.9% | +61.6% | +47.3% |
| 1Y | +47.3% | -14.2% | +61.5% | +48.3% |
| 3Y | +25.1% | +93.5% | -68.5% | +14.2% |
| 5Y | +27.4% | -9.9% | +37.3% | +23.1% |
| All | +104.4% | +232.1% | -127.7% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling