+90.5%
BDX vs BURL
+251.7%
-161.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -1.1% |
| 7D | +7.3% | +5.9% | +1.4% | +6.7% |
| 30D | +15.7% | -8.3% | +24.0% | +16.6% |
| 3M | +19.1% | -31.6% | +50.7% | +23.1% |
| 6M | +44.1% | -16.6% | +60.7% | +46.0% |
| YTD | +42.1% | -12.1% | +54.1% | +43.0% |
| 1Y | +52.6% | -10.0% | +62.6% | +53.0% |
| 3Y | +22.6% | +94.3% | -71.7% | +12.0% |
| 5Y | +23.3% | -13.2% | +36.5% | +19.9% |
| All | +90.5% | +251.7% | -161.2% | +71.6% |
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