+218.4%
BKNG vs BURL
+206.3%
+12.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.7% | -3.0% | -5.6% |
| 7D | -7.9% | -2.6% | -5.3% | -7.1% |
| 30D | -15.9% | -30.8% | +14.9% | -5.9% |
| 3M | +11.1% | -18.7% | +29.7% | +18.2% |
| 6M | -0.7% | -16.4% | +15.7% | +4.2% |
| YTD | -15.4% | -11.6% | -3.9% | -13.0% |
| 1Y | -18.5% | -12.0% | -6.5% | -16.9% |
| 3Y | +46.5% | +63.6% | -17.2% | +16.6% |
| 5Y | +98.8% | -12.6% | +111.4% | +86.1% |
| 10Y | +218.4% | +206.5% | +11.9% | +128.0% |
| All | +218.4% | +206.3% | +12.0% | +128.0% |
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