+960.9%
BURL vs BNS
+205.4%
+755.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.3% |
| 7D | -2.8% | +1.5% | -4.3% | -3.8% |
| 30D | -28.2% | +6.0% | -34.1% | -31.1% |
| 3M | -17.6% | +16.3% | -33.9% | -25.8% |
| 6M | -11.8% | +28.8% | -40.5% | -25.4% |
| YTD | -8.1% | +30.0% | -38.1% | -23.0% |
| 1Y | -12.0% | +50.7% | -62.7% | -33.0% |
| 3Y | +63.3% | +125.4% | -62.1% | -4.8% |
| 5Y | -10.8% | +94.2% | -105.0% | -43.2% |
| 10Y | +215.9% | +182.8% | +33.1% | +58.1% |
| All | +960.9% | +205.4% | +755.5% | +394.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling