+52.9%
BEN vs BURL
+244.4%
-191.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | +11.3% | +0.4% | +10.9% | +11.2% |
| 30D | +15.0% | -4.3% | +19.4% | +16.3% |
| 3M | +7.8% | -28.8% | +36.6% | +17.3% |
| 6M | +15.5% | -12.8% | +28.3% | +18.2% |
| YTD | +55.4% | -12.8% | +68.2% | +58.6% |
| 1Y | +63.3% | -12.3% | +75.5% | +65.5% |
| 3Y | +83.4% | +92.7% | -9.3% | +44.9% |
| 5Y | +28.1% | -6.5% | +34.6% | +17.6% |
| All | +52.9% | +244.4% | -191.5% | +9.8% |
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