+175.3%
BKNG vs BURL
+250.5%
-75.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | -6.3% | -0.8% | -5.5% | -6.0% |
| 30D | +1.1% | -4.4% | +5.5% | +2.7% |
| 3M | -24.6% | -28.6% | +4.0% | -16.5% |
| 6M | +2.0% | -12.3% | +14.3% | +5.3% |
| YTD | -24.7% | -11.3% | -13.4% | -22.7% |
| 1Y | -20.0% | -10.4% | -9.5% | -18.6% |
| 3Y | +33.4% | +96.1% | -62.7% | 0.0% |
| 5Y | +65.4% | -5.0% | +70.4% | +50.7% |
| All | +175.3% | +250.5% | -75.1% | +96.0% |
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