+25.6%
BIL vs BURL
+252.7%
-227.1%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.3% | +4.1% | -4.3% | -0.3% |
| 30D | 0.0% | -9.5% | +9.5% | 0.0% |
| 3M | +0.6% | -33.5% | +34.1% | +0.6% |
| 6M | +1.5% | -22.1% | +23.6% | +1.5% |
| YTD | +2.8% | -14.6% | +17.3% | +2.8% |
| 1Y | +3.3% | -8.4% | +11.7% | +3.3% |
| 3Y | +13.5% | +86.6% | -73.1% | +13.5% |
| 5Y | +19.8% | -17.2% | +36.9% | +19.8% |
| All | +25.6% | +252.7% | -227.1% | +25.6% |
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