+28.8%
BEN vs BURL
-12.4%
+41.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.2% | +2.1% | +5.3% |
| 7D | +12.2% | +7.7% | +4.5% | +10.2% |
| 30D | +12.1% | -7.1% | +19.2% | +14.1% |
| 3M | +7.3% | -30.3% | +37.6% | +16.9% |
| 6M | +17.9% | -15.5% | +33.4% | +21.4% |
| YTD | +55.4% | -11.0% | +66.4% | +57.6% |
| 1Y | +69.3% | -8.4% | +77.8% | +69.5% |
| 3Y | +82.8% | +96.7% | -13.8% | +44.1% |
| 5Y | +28.8% | -14.1% | +42.8% | +15.3% |
| All | +28.8% | -12.4% | +41.1% | +15.3% |
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