+241.3%
BDX vs BURL
+987.9%
-746.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +2.4% |
| 7D | +7.7% | +3.5% | +4.2% | +7.3% |
| 30D | +18.4% | -9.3% | +27.7% | +19.5% |
| 3M | +25.9% | -32.1% | +58.0% | +30.3% |
| 6M | +50.0% | -19.8% | +69.9% | +52.6% |
| YTD | +42.7% | -13.2% | +55.9% | +43.8% |
| 1Y | +57.8% | -7.8% | +65.7% | +57.9% |
| 3Y | +11.6% | +89.3% | -77.7% | +2.2% |
| 5Y | +25.0% | -15.8% | +40.8% | +21.7% |
| 10Y | +86.3% | +262.2% | -175.9% | +51.0% |
| All | +241.3% | +987.9% | -746.6% | +166.6% |
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 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