+59.0%
BKNG vs BURL
+66.7%
-7.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.6% | -1.5% |
| 7D | -6.0% | -2.8% | -3.2% | -5.4% |
| 30D | -6.6% | -28.2% | +21.5% | +0.1% |
| 3M | +15.7% | -17.6% | +33.3% | +20.6% |
| 6M | +14.1% | -11.8% | +25.9% | +17.1% |
| YTD | -9.3% | -8.1% | -1.2% | -7.9% |
| 1Y | -12.8% | -12.0% | -0.8% | -11.0% |
| All | +59.0% | +66.7% | -7.7% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling