-1.4%
BND vs BURL
-10.8%
+9.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.4% | -0.1% |
| 7D | -1.4% | -1.6% | +0.1% | -1.4% |
| 30D | +0.6% | -7.7% | +8.3% | +0.7% |
| 3M | -1.6% | -31.7% | +30.0% | -1.0% |
| 6M | -1.5% | -15.2% | +13.6% | -1.4% |
| YTD | -1.5% | -15.9% | +14.5% | -1.3% |
| 1Y | -1.1% | -14.2% | +13.1% | -1.0% |
| 3Y | +13.6% | +93.5% | -79.9% | +11.8% |
| All | -1.4% | -10.8% | +9.4% | -3.7% |
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