+58.3%
BEN vs BURL
+247.8%
-189.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.4% | +1.5% |
| 7D | +12.1% | +5.9% | +6.3% | +10.5% |
| 30D | +13.4% | -8.3% | +21.7% | +15.9% |
| 3M | +9.4% | -31.6% | +41.0% | +20.2% |
| 6M | +19.3% | -16.6% | +35.9% | +23.5% |
| YTD | +57.3% | -12.1% | +69.3% | +60.1% |
| 1Y | +69.1% | -10.0% | +79.1% | +70.2% |
| 3Y | +85.6% | +94.3% | -8.7% | +46.3% |
| 5Y | +32.9% | -13.2% | +46.2% | +24.4% |
| 10Y | +58.3% | +252.5% | -194.2% | +12.2% |
| All | +58.3% | +247.8% | -189.5% | +12.2% |
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