+130.4%
BHP vs BURL
-12.4%
+142.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +3.1% |
| 7D | +3.5% | +7.7% | -4.2% | +2.3% |
| 30D | -4.5% | -7.1% | +2.7% | -3.5% |
| 3M | -6.4% | -30.3% | +23.9% | -1.5% |
| 6M | -0.1% | -15.5% | +15.5% | +1.7% |
| YTD | +43.0% | -11.0% | +54.0% | +44.3% |
| 1Y | +56.5% | -8.4% | +64.9% | +56.9% |
| 3Y | +62.0% | +96.7% | -34.6% | +43.0% |
| 5Y | +130.4% | -14.1% | +144.4% | +116.4% |
| All | +130.4% | -12.4% | +142.7% | +116.4% |
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 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