+25.0%
BIL vs BURL
+1,021.0%
-996.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | 0.0% |
| 7D | -0.3% | +10.4% | -10.7% | -0.3% |
| 30D | 0.0% | -4.9% | +4.9% | 0.0% |
| 3M | +0.3% | -29.8% | +30.1% | +0.3% |
| 6M | +1.2% | -16.5% | +17.7% | +1.2% |
| YTD | +2.4% | -10.5% | +13.0% | +2.4% |
| 1Y | +3.0% | -5.3% | +8.3% | +3.0% |
| 3Y | +13.1% | +95.1% | -81.9% | +13.1% |
| 5Y | +19.4% | -12.1% | +31.5% | +19.4% |
| 10Y | +25.1% | +273.2% | -248.0% | +25.2% |
| All | +25.0% | +1,021.0% | -996.0% | +25.1% |
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