+292.0%
BKNG vs BURL
+1,015.7%
-723.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.5% | +0.5% |
| 7D | +6.3% | +7.7% | -1.4% | +4.2% |
| 30D | +2.0% | -7.1% | +9.1% | +4.2% |
| 3M | -23.6% | -30.3% | +6.7% | -15.5% |
| 6M | -1.0% | -15.5% | +14.6% | +3.1% |
| YTD | -23.1% | -11.0% | -12.2% | -21.3% |
| 1Y | -16.5% | -8.4% | -8.1% | -15.7% |
| 3Y | +39.0% | +96.7% | -57.7% | +7.5% |
| 5Y | +58.0% | -14.1% | +72.1% | +49.2% |
| 10Y | +166.5% | +255.1% | -88.6% | +81.7% |
| All | +292.0% | +1,015.7% | -723.7% | +131.7% |
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