+64.2%
BURL vs BBWI
-43.7%
+107.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.9% |
| 7D | -2.8% | +1.5% | -4.3% | -3.2% |
| 30D | -28.2% | -5.2% | -23.0% | -27.4% |
| 3M | -17.6% | +11.1% | -28.7% | -20.6% |
| 6M | -11.8% | -13.4% | +1.6% | -10.2% |
| YTD | -8.1% | +0.1% | -8.2% | -10.8% |
| 1Y | -12.0% | -36.1% | +24.2% | -0.6% |
| All | +64.2% | -43.7% | +107.9% | +67.2% |
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