+276.2%
BLK vs BURL
+206.3%
+69.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -0.8% |
| 7D | -2.4% | -2.6% | +0.2% | -1.7% |
| 30D | -3.1% | -30.8% | +27.7% | +7.2% |
| 3M | +10.7% | -18.7% | +29.3% | +16.8% |
| 6M | +15.9% | -16.4% | +32.3% | +20.9% |
| YTD | +4.0% | -11.6% | +15.6% | +6.5% |
| 1Y | +1.3% | -12.0% | +13.3% | +3.0% |
| 3Y | +69.6% | +63.6% | +5.9% | +38.9% |
| 5Y | +33.8% | -12.6% | +46.4% | +25.5% |
| 10Y | +276.2% | +206.5% | +69.6% | +164.9% |
| All | +276.2% | +206.3% | +69.8% | +164.9% |
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