+316.9%
BNY vs BURL
+232.1%
+84.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +1.2% |
| 7D | +3.9% | -1.6% | +5.4% | +4.2% |
| 30D | +11.9% | -7.7% | +19.7% | +13.8% |
| 3M | -5.0% | -31.7% | +26.6% | +3.0% |
| 6M | +14.6% | -15.2% | +29.8% | +17.4% |
| YTD | +34.5% | -15.9% | +50.4% | +37.6% |
| 1Y | +40.6% | -14.2% | +54.8% | +42.5% |
| 3Y | +261.7% | +93.5% | +168.2% | +187.9% |
| 5Y | +192.3% | -9.9% | +202.2% | +171.7% |
| All | +316.9% | +232.1% | +84.8% | +215.7% |
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 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