+252.1%
BNY vs BURL
-13.9%
+265.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.6% |
| 7D | +1.5% | -2.6% | +4.0% | +1.9% |
| 30D | +3.3% | -30.8% | +34.1% | +9.9% |
| 3M | +15.3% | -18.7% | +34.0% | +19.1% |
| 6M | +42.5% | -16.4% | +58.9% | +45.8% |
| YTD | +42.0% | -11.6% | +53.6% | +43.7% |
| 1Y | +59.3% | -12.0% | +71.3% | +60.5% |
| 3Y | +291.2% | +63.6% | +227.6% | +241.7% |
| 5Y | +252.1% | -12.6% | +264.6% | +230.6% |
| All | +252.1% | -13.9% | +265.9% | +230.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling