+58.0%
BEN vs BURL
+215.5%
-157.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.8% |
| 7D | +0.2% | -2.8% | +3.0% | +1.0% |
| 30D | -0.5% | -28.2% | +27.6% | +8.2% |
| 3M | +9.7% | -17.6% | +27.3% | +14.8% |
| 6M | +33.9% | -11.8% | +45.7% | +36.9% |
| YTD | +49.0% | -8.1% | +57.1% | +50.4% |
| 1Y | +42.1% | -12.0% | +54.1% | +43.9% |
| 3Y | +51.9% | +63.3% | -11.4% | +25.8% |
| 5Y | +39.0% | -10.8% | +49.9% | +29.5% |
| All | +58.0% | +215.5% | -157.5% | +14.4% |
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