+362.3%
BKNG vs BURL
+1,051.1%
-688.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.6% | -1.7% |
| 7D | -6.0% | -2.8% | -3.2% | -5.3% |
| 30D | -6.6% | -28.2% | +21.5% | +2.4% |
| 3M | +15.7% | -17.6% | +33.3% | +22.0% |
| 6M | +14.1% | -11.8% | +25.9% | +17.5% |
| YTD | -9.3% | -8.1% | -1.2% | -8.0% |
| 1Y | -12.8% | -12.0% | -0.8% | -11.1% |
| 3Y | +58.4% | +63.3% | -4.9% | +29.5% |
| 5Y | +114.1% | -10.8% | +125.0% | +99.7% |
| 10Y | +246.8% | +215.9% | +30.9% | +140.2% |
| All | +362.3% | +1,051.1% | -688.8% | +171.1% |
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