+252.5%
BURL vs BNS
+183.7%
+68.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.7% |
| 7D | +5.9% | -1.1% | +7.0% | +6.8% |
| 30D | -8.3% | +4.7% | -13.0% | -11.3% |
| 3M | -31.6% | +5.5% | -37.2% | -34.7% |
| 6M | -16.6% | +21.7% | -38.3% | -28.1% |
| YTD | -12.1% | +29.5% | -41.5% | -27.8% |
| 1Y | -10.0% | +41.9% | -51.9% | -30.9% |
| 3Y | +94.3% | +148.5% | -54.2% | -2.1% |
| 5Y | -13.2% | +80.3% | -93.5% | -45.2% |
| 10Y | +252.5% | +184.7% | +67.8% | +100.7% |
| All | +252.5% | +183.7% | +68.8% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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