+119.4%
BP vs BURL
+1,051.1%
-931.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.1% |
| 7D | +3.9% | -2.8% | +6.7% | +4.4% |
| 30D | +7.6% | -28.2% | +35.8% | +14.1% |
| 3M | +0.7% | -17.6% | +18.3% | +3.9% |
| 6M | +15.5% | -11.8% | +27.3% | +16.7% |
| YTD | +30.8% | -8.1% | +39.0% | +31.1% |
| 1Y | +34.3% | -12.0% | +46.3% | +35.0% |
| 3Y | +35.1% | +63.3% | -28.2% | +15.6% |
| 5Y | +126.8% | -10.8% | +137.6% | +113.8% |
| 10Y | +123.4% | +215.9% | -92.5% | +66.4% |
| All | +119.4% | +1,051.1% | -931.7% | +55.5% |
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