-1.3%
BND vs BURL
-11.0%
+9.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | -0.1% | -2.8% | +2.6% | -0.1% |
| 30D | -0.4% | -28.2% | +27.8% | +0.2% |
| 3M | -0.6% | -17.6% | +17.0% | -0.4% |
| 6M | -1.4% | -11.8% | +10.3% | -1.3% |
| YTD | -0.2% | -8.1% | +7.9% | -0.2% |
| 1Y | +1.3% | -12.0% | +13.2% | +1.4% |
| 3Y | +13.2% | +63.3% | -50.1% | +11.7% |
| All | -1.3% | -11.0% | +9.7% | -3.3% |
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