+1.9%
BDX vs BURL
-11.0%
+12.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.2% | -1.7% |
| 7D | -2.5% | -2.8% | +0.3% | -2.3% |
| 30D | +8.3% | -28.2% | +36.4% | +10.7% |
| 3M | +24.4% | -17.6% | +42.0% | +25.9% |
| 6M | +9.2% | -11.8% | +21.0% | +9.9% |
| YTD | +22.7% | -8.1% | +30.9% | +23.1% |
| 1Y | +25.9% | -12.0% | +37.8% | +26.4% |
| 3Y | -10.5% | +63.3% | -73.8% | -14.6% |
| All | +1.9% | -11.0% | +12.9% | -4.1% |
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