+64.2%
BURL vs BNS
+125.4%
-61.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.2% |
| 7D | -2.8% | +1.5% | -4.3% | -3.7% |
| 30D | -28.2% | +6.0% | -34.1% | -30.7% |
| 3M | -17.6% | +16.3% | -33.9% | -25.3% |
| 6M | -11.8% | +28.8% | -40.5% | -25.0% |
| YTD | -8.1% | +30.0% | -38.1% | -22.5% |
| 1Y | -12.0% | +50.7% | -62.7% | -32.5% |
| All | +64.2% | +125.4% | -61.3% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling