+81.8%
BDX vs BURL
+252.7%
-170.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | +7.1% | +4.1% | +3.0% | +6.7% |
| 30D | +17.6% | -9.5% | +27.1% | +18.7% |
| 3M | +20.4% | -33.5% | +53.9% | +24.8% |
| 6M | +48.3% | -22.1% | +70.4% | +51.2% |
| YTD | +41.6% | -14.6% | +56.1% | +42.9% |
| 1Y | +55.7% | -8.4% | +64.1% | +55.8% |
| 3Y | +10.6% | +86.6% | -75.9% | +1.5% |
| 5Y | +24.0% | -17.2% | +41.2% | +21.1% |
| All | +81.8% | +252.7% | -170.8% | +63.7% |
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 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