+322.4%
BNY vs BURL
+247.8%
+74.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | +1.2% | +5.9% | -4.6% | -0.1% |
| 30D | +6.4% | -8.3% | +14.7% | +8.3% |
| 3M | -4.8% | -31.6% | +26.9% | +3.3% |
| 6M | +16.8% | -16.6% | +33.4% | +20.2% |
| YTD | +32.5% | -12.1% | +44.6% | +34.3% |
| 1Y | +38.6% | -10.0% | +48.6% | +39.0% |
| 3Y | +254.3% | +94.3% | +160.1% | +182.1% |
| 5Y | +192.4% | -13.2% | +205.7% | +175.3% |
| 10Y | +322.4% | +252.5% | +69.9% | +215.0% |
| All | +322.4% | +247.8% | +74.6% | +215.0% |
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