-5.0%
BURL vs BNS
+81.8%
-86.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.4% |
| 7D | -0.8% | -3.2% | +2.4% | +1.3% |
| 30D | -4.4% | +5.1% | -9.5% | -7.4% |
| 3M | -28.6% | +6.0% | -34.5% | -31.6% |
| 6M | -12.3% | +23.4% | -35.6% | -24.4% |
| YTD | -11.3% | +30.4% | -41.7% | -26.6% |
| 1Y | -10.4% | +44.0% | -54.4% | -30.9% |
| 3Y | +96.1% | +150.3% | -54.3% | +1.0% |
| 5Y | -5.0% | +83.0% | -88.1% | -39.9% |
| All | -5.0% | +81.8% | -86.9% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling