+221.9%
BURL vs BNS
+187.6%
+34.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.4% | -3.5% |
| 7D | -1.6% | +0.9% | -2.5% | -2.2% |
| 30D | -7.7% | +2.8% | -10.5% | -9.5% |
| 3M | -31.7% | +3.0% | -34.6% | -33.5% |
| 6M | -15.2% | +23.3% | -38.4% | -27.6% |
| YTD | -15.9% | +29.3% | -45.3% | -30.9% |
| 1Y | -14.2% | +41.7% | -55.9% | -34.1% |
| 3Y | +93.5% | +147.7% | -54.2% | -2.5% |
| 5Y | -9.9% | +79.4% | -89.3% | -43.0% |
| All | +221.9% | +187.6% | +34.3% | +118.6% |
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