+89.6%
BURL vs BBWI
-25.6%
+115.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.2% | +3.3% | -1.5% |
| 7D | +3.5% | -3.1% | +6.5% | +4.3% |
| 30D | -9.3% | +23.1% | -32.4% | -13.7% |
| 3M | -32.1% | +7.3% | -39.4% | -33.6% |
| 6M | -19.8% | +22.6% | -42.4% | -24.9% |
| YTD | -13.2% | +13.3% | -26.5% | -18.1% |
| 1Y | -7.8% | -2.6% | -5.2% | -9.7% |
| All | +89.6% | -25.6% | +115.2% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling