+255.1%
BURL vs BBWI
-41.3%
+296.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.6% |
| 7D | +7.7% | -6.2% | +13.9% | +9.9% |
| 30D | -7.1% | +25.5% | -32.6% | -13.8% |
| 3M | -30.3% | +8.0% | -38.3% | -32.7% |
| 6M | -15.5% | +12.7% | -28.2% | -20.7% |
| YTD | -11.0% | +11.6% | -22.6% | -17.6% |
| 1Y | -8.4% | -0.9% | -7.5% | -14.2% |
| 3Y | +96.7% | -22.7% | +119.4% | +91.6% |
| 5Y | -14.1% | -67.2% | +53.1% | +7.0% |
| 10Y | +255.1% | -43.7% | +298.8% | +211.1% |
| All | +255.1% | -41.3% | +296.4% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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