+361.0%
BHP vs BURL
+252.7%
+108.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | +0.9% | +4.1% | -3.2% | 0.0% |
| 30D | -6.3% | -9.5% | +3.2% | -4.4% |
| 3M | -7.1% | -33.5% | +26.4% | +0.9% |
| 6M | -3.2% | -22.1% | +18.9% | +1.1% |
| YTD | +37.9% | -14.6% | +52.5% | +40.8% |
| 1Y | +49.7% | -8.4% | +58.0% | +49.8% |
| 3Y | +51.7% | +86.6% | -34.9% | +24.8% |
| 5Y | +122.0% | -17.2% | +139.2% | +113.4% |
| All | +361.0% | +252.7% | +108.3% | +196.9% |
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