+229.9%
BHP vs BURL
+1,051.1%
-821.2%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -3.0% | -0.9% |
| 7D | -2.9% | -2.8% | -0.1% | -2.4% |
| 30D | +3.4% | -28.2% | +31.5% | +10.1% |
| 3M | +4.1% | -17.6% | +21.7% | +7.7% |
| 6M | +20.6% | -11.8% | +32.4% | +22.6% |
| YTD | +56.1% | -8.1% | +64.2% | +57.3% |
| 1Y | +69.6% | -12.0% | +81.6% | +71.5% |
| 3Y | +78.8% | +63.3% | +15.5% | +55.2% |
| 5Y | +113.1% | -10.8% | +123.9% | +101.5% |
| 10Y | +505.9% | +215.9% | +290.0% | +339.6% |
| All | +229.9% | +1,051.1% | -821.2% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling