+31.7%
BP vs BURL
-5.1%
+36.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -2.2% |
| 7D | -11.2% | +3.5% | -14.7% | -10.9% |
| 30D | -0.7% | -9.3% | +8.6% | -1.1% |
| 3M | +9.8% | -32.1% | +41.9% | +8.8% |
| 6M | -1.6% | -19.8% | +18.2% | -1.8% |
| YTD | +33.5% | -13.2% | +46.7% | +31.6% |
| 1Y | +31.7% | -7.8% | +39.6% | +29.8% |
| All | +31.7% | -5.1% | +36.9% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling