+17.9%
BND vs BURL
+254.9%
-237.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | -0.6% | -0.8% | +0.2% | -0.6% |
| 30D | +1.6% | -4.4% | +6.0% | +1.6% |
| 3M | -0.5% | -28.6% | +28.1% | -0.2% |
| 6M | -1.1% | -12.3% | +11.2% | -1.0% |
| YTD | -0.7% | -11.3% | +10.6% | -0.6% |
| 1Y | -0.7% | -10.4% | +9.8% | -0.6% |
| 3Y | +14.4% | +96.1% | -81.6% | +13.6% |
| 5Y | -1.1% | -5.0% | +4.0% | -1.8% |
| 10Y | +17.9% | +251.8% | -233.9% | +17.2% |
| All | +17.9% | +254.9% | -237.0% | +17.2% |
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 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