+815.6%
BX vs BURL
+987.9%
-172.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.6% | -3.7% |
| 7D | +0.3% | +3.5% | -3.2% | -0.7% |
| 30D | +6.7% | -9.3% | +16.0% | +10.0% |
| 3M | -11.1% | -32.1% | +21.0% | -0.3% |
| 6M | -0.4% | -19.8% | +19.4% | +5.3% |
| YTD | -19.1% | -13.2% | -5.9% | -16.8% |
| 1Y | -13.6% | -7.8% | -5.7% | -13.3% |
| 3Y | +30.7% | +89.3% | -58.6% | +2.2% |
| 5Y | +0.3% | -15.8% | +16.1% | -4.8% |
| 10Y | +687.5% | +262.2% | +425.3% | +414.3% |
| All | +815.6% | +987.9% | -172.3% | +394.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling