+267.9%
BN vs BURL
+252.7%
+15.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | +5.3% | +4.1% | +1.3% | +4.1% |
| 30D | +11.9% | -9.5% | +21.4% | +15.3% |
| 3M | -5.7% | -33.5% | +27.8% | +6.3% |
| 6M | -10.6% | -22.1% | +11.5% | -4.8% |
| YTD | -9.4% | -14.6% | +5.2% | -6.6% |
| 1Y | -8.8% | -8.4% | -0.4% | -8.7% |
| 3Y | +95.6% | +86.6% | +9.1% | +52.2% |
| 5Y | +30.2% | -17.2% | +47.3% | +24.5% |
| All | +267.9% | +252.7% | +15.2% | +170.4% |
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