+131.1%
BP vs BURL
+258.4%
-127.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.4% |
| 7D | -11.2% | +3.5% | -14.7% | -11.9% |
| 30D | -0.7% | -9.3% | +8.6% | +1.0% |
| 3M | +9.8% | -32.1% | +41.9% | +17.8% |
| 6M | -1.6% | -19.8% | +18.2% | +1.4% |
| YTD | +33.5% | -13.2% | +46.7% | +34.6% |
| 1Y | +31.7% | -7.8% | +39.6% | +30.5% |
| 3Y | +45.1% | +89.3% | -44.2% | +16.4% |
| 5Y | +105.9% | -15.8% | +121.7% | +96.5% |
| All | +131.1% | +258.4% | -127.3% | +71.0% |
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