+625.7%
BX vs BURL
+244.4%
+381.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.3% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | +8.8% | -4.3% | +13.2% | +10.5% |
| 3M | -18.3% | -28.8% | +10.5% | -9.0% |
| 6M | -1.5% | -12.8% | +11.3% | +1.7% |
| YTD | -19.9% | -12.8% | -7.1% | -17.6% |
| 1Y | -14.5% | -12.3% | -2.2% | -12.9% |
| 3Y | +32.3% | +92.7% | -60.4% | +0.2% |
| 5Y | -1.1% | -6.5% | +5.4% | -9.3% |
| All | +625.7% | +244.4% | +381.3% | +415.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling