+412.8%
BNY vs BURL
+188.6%
+224.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.1% | +1.2% |
| 7D | +0.3% | -7.0% | +7.2% | +1.9% |
| 30D | +1.9% | -35.6% | +37.5% | +12.4% |
| 3M | +13.9% | -26.3% | +40.2% | +21.5% |
| 6M | +42.3% | -20.7% | +63.0% | +48.4% |
| YTD | +41.8% | -17.2% | +59.0% | +46.2% |
| 1Y | +57.9% | -15.0% | +73.0% | +60.6% |
| 3Y | +290.7% | +53.2% | +237.5% | +230.7% |
| 5Y | +252.3% | -18.7% | +271.0% | +237.1% |
| 10Y | +412.8% | +192.1% | +220.7% | +292.4% |
| All | +412.8% | +188.6% | +224.2% | +292.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling