+240.7%
BURL vs BNS
+179.7%
+61.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +4.1% | -2.2% | +6.3% | +5.8% |
| 30D | -9.5% | +5.1% | -14.6% | -12.6% |
| 3M | -33.5% | +4.7% | -38.3% | -36.2% |
| 6M | -22.1% | +19.0% | -41.1% | -31.8% |
| YTD | -14.6% | +28.2% | -42.7% | -29.3% |
| 1Y | -8.4% | +43.4% | -51.7% | -30.2% |
| 3Y | +86.6% | +143.1% | -56.5% | -4.5% |
| 5Y | -17.2% | +77.3% | -94.5% | -47.1% |
| All | +240.7% | +179.7% | +61.0% | +82.0% |
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