+448.8%
BN vs BURL
+987.9%
-539.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.3% |
| 7D | +5.7% | +3.5% | +2.3% | +4.8% |
| 30D | +12.0% | -9.3% | +21.3% | +15.0% |
| 3M | -6.1% | -32.1% | +26.0% | +4.0% |
| 6M | -8.6% | -19.8% | +11.2% | -4.0% |
| YTD | -8.5% | -13.2% | +4.7% | -6.3% |
| 1Y | -8.4% | -7.8% | -0.6% | -8.4% |
| 3Y | +92.3% | +89.3% | +2.9% | +54.2% |
| 5Y | +31.3% | -15.8% | +47.2% | +25.1% |
| 10Y | +280.5% | +262.2% | +18.3% | +172.8% |
| All | +448.8% | +987.9% | -539.2% | +272.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling