+92.9%
BLK vs BURL
+86.7%
+6.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | +2.7% | +4.1% | -1.3% | +1.8% |
| 30D | +10.2% | -9.5% | +19.7% | +12.6% |
| 3M | +4.9% | -33.5% | +38.4% | +14.8% |
| 6M | +11.0% | -22.1% | +33.1% | +16.6% |
| YTD | +11.9% | -14.6% | +26.5% | +15.0% |
| 1Y | +12.6% | -8.4% | +20.9% | +13.3% |
| 3Y | +92.9% | +86.6% | +6.4% | +78.6% |
| All | +92.9% | +86.7% | +6.2% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling