+233.9%
BURL vs BBWI
-48.2%
+282.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.8% |
| 7D | +0.4% | -4.5% | +5.0% | +1.9% |
| 30D | -4.3% | +17.1% | -21.5% | -9.2% |
| 3M | -28.8% | +17.5% | -46.2% | -33.0% |
| 6M | -12.8% | +12.8% | -25.6% | -18.2% |
| YTD | -12.8% | +8.2% | -21.0% | -18.5% |
| 1Y | -12.3% | -1.8% | -10.4% | -17.6% |
| 3Y | +92.7% | -25.8% | +118.5% | +90.2% |
| 5Y | -6.5% | -68.0% | +61.5% | +17.4% |
| All | +233.9% | -48.2% | +282.1% | +213.9% |
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