+636.9%
BNY vs BURL
+1,051.1%
-414.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.3% |
| 7D | +1.4% | -2.8% | +4.2% | +2.0% |
| 30D | +3.8% | -28.2% | +32.0% | +11.5% |
| 3M | +14.9% | -17.6% | +32.5% | +19.4% |
| 6M | +40.3% | -11.8% | +52.1% | +42.7% |
| YTD | +43.8% | -8.1% | +51.9% | +44.8% |
| 1Y | +58.9% | -12.0% | +70.8% | +60.4% |
| 3Y | +290.4% | +63.3% | +227.1% | +229.3% |
| 5Y | +250.1% | -10.8% | +260.9% | +227.7% |
| 10Y | +410.7% | +215.9% | +194.8% | +255.3% |
| All | +636.9% | +1,051.1% | -414.2% | +314.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling