-52.3%
BIDU vs BURL
+252.7%
-304.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.4% |
| 7D | +7.2% | +4.1% | +3.1% | +6.2% |
| 30D | -4.0% | -9.5% | +5.4% | -1.9% |
| 3M | -25.1% | -33.5% | +8.4% | -18.2% |
| 6M | -41.8% | -22.1% | -19.7% | -39.1% |
| YTD | -37.3% | -14.6% | -22.8% | -36.0% |
| 1Y | -35.6% | -8.4% | -27.2% | -35.6% |
| 3Y | -24.5% | +86.6% | -111.0% | -38.7% |
| 5Y | -48.3% | -17.2% | -31.1% | -51.0% |
| All | -52.3% | +252.7% | -304.9% | -64.0% |
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