+44.2%
BP vs BURL
+86.7%
-42.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -11.6% | +4.1% | -15.7% | -11.8% |
| 30D | 0.0% | -9.5% | +9.5% | +0.4% |
| 3M | +6.7% | -33.5% | +40.3% | +8.8% |
| 6M | +2.2% | -22.1% | +24.2% | +3.1% |
| YTD | +33.0% | -14.6% | +47.6% | +32.9% |
| 1Y | +30.7% | -8.4% | +39.1% | +29.8% |
| 3Y | +44.2% | +86.6% | -42.4% | +40.1% |
| All | +44.2% | +86.7% | -42.6% | +40.1% |
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