+44.8%
BLK vs BURL
-10.8%
+55.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.4% |
| 7D | +3.7% | -1.6% | +5.3% | +4.1% |
| 30D | +13.9% | -7.7% | +21.6% | +16.1% |
| 3M | +3.9% | -31.7% | +35.6% | +13.8% |
| 6M | +13.0% | -15.2% | +28.1% | +16.6% |
| YTD | +16.1% | -15.9% | +32.1% | +19.9% |
| 1Y | +16.8% | -14.2% | +31.0% | +19.4% |
| 3Y | +97.7% | +93.5% | +4.1% | +59.2% |
| All | +44.8% | -10.8% | +55.6% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling