+902.7%
BURL vs BNS
+201.4%
+701.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.9% | +0.1% |
| 7D | +3.5% | -3.8% | +7.3% | +6.1% |
| 30D | -9.3% | +1.7% | -11.0% | -10.3% |
| 3M | -32.1% | +4.6% | -36.7% | -34.4% |
| 6M | -19.8% | +21.9% | -41.7% | -29.8% |
| YTD | -13.2% | +28.3% | -41.4% | -26.6% |
| 1Y | -7.8% | +44.3% | -52.1% | -27.9% |
| 3Y | +89.3% | +143.1% | -53.7% | +5.1% |
| 5Y | -15.8% | +77.5% | -93.3% | -43.3% |
| 10Y | +262.2% | +183.7% | +78.5% | +81.8% |
| All | +902.7% | +201.4% | +701.3% | +371.1% |
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