+53.7%
BKR vs BURL
+244.4%
-190.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | +6.3% | +0.4% | +5.8% | +6.1% |
| 30D | -13.0% | -4.3% | -8.7% | -12.4% |
| 3M | -23.6% | -28.8% | +5.1% | -17.8% |
| 6M | -24.5% | -12.8% | -11.7% | -23.2% |
| YTD | +9.0% | -12.8% | +21.8% | +10.3% |
| 1Y | +4.4% | -12.3% | +16.7% | +5.0% |
| 3Y | +51.4% | +92.7% | -41.3% | +20.0% |
| 5Y | +124.4% | -6.5% | +131.0% | +107.4% |
| All | +53.7% | +244.4% | -190.7% | +9.9% |
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