+336.5%
BHP vs BURL
+247.8%
+88.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | +3.8% | +5.9% | -2.0% | +2.5% |
| 30D | -6.5% | -8.3% | +1.8% | -4.8% |
| 3M | -8.5% | -31.6% | +23.1% | -1.2% |
| 6M | -2.2% | -16.6% | +14.4% | +0.6% |
| YTD | +40.0% | -12.1% | +52.1% | +42.1% |
| 1Y | +51.3% | -10.0% | +61.3% | +52.1% |
| 3Y | +56.5% | +94.3% | -37.7% | +27.6% |
| 5Y | +130.2% | -13.2% | +143.4% | +118.8% |
| 10Y | +336.5% | +252.5% | +84.0% | +177.5% |
| All | +336.5% | +247.8% | +88.7% | +177.5% |
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