+902.7%
BURL vs BBWI
-29.1%
+931.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.2% | +3.3% | -0.9% |
| 7D | +3.5% | -3.1% | +6.5% | +4.6% |
| 30D | -9.3% | +23.1% | -32.4% | -15.5% |
| 3M | -32.1% | +7.3% | -39.4% | -34.4% |
| 6M | -19.8% | +22.6% | -42.4% | -27.0% |
| YTD | -13.2% | +13.3% | -26.5% | -20.3% |
| 1Y | -7.8% | -2.6% | -5.2% | -13.4% |
| 3Y | +89.3% | -25.9% | +115.3% | +86.6% |
| 5Y | -15.8% | -66.7% | +50.9% | +5.3% |
| 10Y | +262.2% | -41.6% | +303.7% | +225.8% |
| All | +902.7% | -29.1% | +931.8% | +750.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling