+261.7%
BNY vs BURL
+87.4%
+174.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.9% |
| 7D | +3.9% | -1.6% | +5.4% | +4.1% |
| 30D | +11.9% | -7.7% | +19.7% | +13.0% |
| 3M | -5.0% | -31.7% | +26.6% | -0.5% |
| 6M | +14.6% | -15.2% | +29.8% | +16.1% |
| YTD | +34.5% | -15.9% | +50.4% | +36.3% |
| 1Y | +40.6% | -14.2% | +54.8% | +41.7% |
| 3Y | +261.7% | +93.5% | +168.2% | +247.5% |
| All | +261.7% | +87.4% | +174.3% | +247.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling