+43.9%
BNY vs BURL
-4.6%
+48.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.7% | -5.4% | +1.6% |
| 7D | +2.8% | +10.4% | -7.6% | +1.8% |
| 30D | +6.7% | -4.9% | +11.6% | +7.1% |
| 3M | -2.2% | -29.8% | +27.6% | +1.1% |
| 6M | +16.8% | -16.5% | +33.2% | +18.0% |
| YTD | +33.9% | -10.5% | +44.4% | +34.5% |
| 1Y | +43.9% | -5.3% | +49.2% | +43.9% |
| All | +43.9% | -4.6% | +48.5% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling