-13.2%
BX vs BURL
-7.8%
-5.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | +1.8% | +4.1% | -2.3% | +1.0% |
| 30D | +7.9% | -9.5% | +17.3% | +10.0% |
| 3M | -9.6% | -33.5% | +23.9% | -2.1% |
| 6M | -2.3% | -22.1% | +19.8% | +1.5% |
| YTD | -19.3% | -14.6% | -4.7% | -17.3% |
| 1Y | -13.2% | -8.4% | -4.9% | -11.7% |
| All | -13.2% | -7.8% | -5.4% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling