-15.9%
BURL vs BNS
+76.9%
-92.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +4.1% | -2.2% | +6.3% | +5.6% |
| 30D | -9.5% | +5.1% | -14.6% | -12.4% |
| 3M | -33.5% | +4.7% | -38.3% | -35.9% |
| 6M | -22.1% | +19.0% | -41.1% | -31.3% |
| YTD | -14.6% | +28.2% | -42.7% | -28.6% |
| 1Y | -8.4% | +43.4% | -51.7% | -29.3% |
| 3Y | +86.6% | +143.1% | -56.5% | -2.5% |
| All | -15.9% | +76.9% | -92.8% | -46.7% |
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 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