+271.3%
BN vs BURL
+258.4%
+12.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.2% |
| 7D | +5.7% | +3.5% | +2.3% | +4.7% |
| 30D | +12.0% | -9.3% | +21.3% | +15.3% |
| 3M | -6.1% | -32.1% | +26.0% | +5.2% |
| 6M | -8.6% | -19.8% | +11.2% | -3.5% |
| YTD | -8.5% | -13.2% | +4.7% | -6.2% |
| 1Y | -8.4% | -7.8% | -0.6% | -8.5% |
| 3Y | +92.3% | +89.3% | +2.9% | +48.9% |
| 5Y | +31.3% | -15.8% | +47.2% | +25.0% |
| All | +271.3% | +258.4% | +12.9% | +171.5% |
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