-40.3%
BIDU vs BURL
-11.0%
-29.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +3.5% |
| 7D | +2.4% | -2.8% | +5.2% | +3.1% |
| 30D | -10.5% | -28.2% | +17.7% | -3.8% |
| 3M | -26.2% | -17.6% | -8.6% | -23.3% |
| 6M | -16.4% | -11.8% | -4.6% | -15.0% |
| YTD | -23.9% | -8.1% | -15.7% | -23.4% |
| 1Y | +1.3% | -12.0% | +13.2% | +2.3% |
| 3Y | -32.1% | +63.3% | -95.4% | -43.4% |
| All | -40.3% | -11.0% | -29.4% | -45.8% |
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