+51.7%
BKR vs BURL
+261.4%
-209.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | +0.2% |
| 7D | -8.7% | +7.7% | -16.4% | -10.4% |
| 30D | -14.6% | -7.1% | -7.4% | -13.3% |
| 3M | -21.3% | -30.3% | +9.0% | -14.9% |
| 6M | -23.9% | -15.5% | -8.3% | -22.0% |
| YTD | +7.5% | -11.0% | +18.5% | +8.3% |
| 1Y | +2.3% | -8.4% | +10.7% | +1.8% |
| 3Y | +51.3% | +96.7% | -45.4% | +19.3% |
| 5Y | +113.4% | -14.1% | +127.5% | +103.6% |
| 10Y | +51.7% | +255.1% | -203.4% | +8.6% |
| All | +51.7% | +261.4% | -209.7% | +8.6% |
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