-10.0%
BURL vs BNS
+42.9%
-52.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | +5.9% | -1.1% | +7.0% | +6.4% |
| 30D | -8.3% | +4.7% | -13.0% | -9.7% |
| 3M | -31.6% | +5.5% | -37.2% | -32.7% |
| 6M | -16.6% | +21.7% | -38.3% | -24.9% |
| YTD | -12.1% | +29.5% | -41.5% | -23.5% |
| 1Y | -10.0% | +41.9% | -51.9% | -22.7% |
| All | -10.0% | +42.9% | -52.8% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling