+255.1%
BURL vs BNS
+186.8%
+68.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.0% |
| 7D | +7.7% | -0.8% | +8.5% | +8.4% |
| 30D | -7.1% | +5.5% | -12.7% | -10.6% |
| 3M | -30.3% | +6.0% | -36.3% | -33.6% |
| 6M | -15.5% | +22.6% | -38.1% | -27.6% |
| YTD | -11.0% | +30.5% | -41.4% | -27.3% |
| 1Y | -8.4% | +44.1% | -52.6% | -30.5% |
| 3Y | +96.7% | +150.8% | -54.1% | -1.6% |
| 5Y | -14.1% | +80.7% | -94.7% | -45.8% |
| 10Y | +255.1% | +185.2% | +69.9% | +94.8% |
| All | +255.1% | +186.8% | +68.2% | +94.8% |
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