+25.2%
BIL vs BURL
+258.4%
-233.2%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +3.0% | 0.0% |
| 7D | -0.3% | +3.5% | -3.7% | -0.3% |
| 30D | 0.0% | -9.3% | +9.3% | 0.0% |
| 3M | +0.3% | -32.1% | +32.4% | +0.3% |
| 6M | +1.2% | -19.8% | +21.0% | +1.2% |
| YTD | +2.4% | -13.2% | +15.6% | +2.4% |
| 1Y | +3.0% | -7.8% | +10.9% | +3.0% |
| 3Y | +13.1% | +89.3% | -76.2% | +13.1% |
| 5Y | +19.4% | -15.8% | +35.2% | +19.4% |
| All | +25.2% | +258.4% | -233.2% | +25.2% |
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