+393.5%
BLDR vs BURL
+215.5%
+178.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.3% |
| 7D | -2.8% | -2.8% | -0.1% | -1.7% |
| 30D | -13.3% | -28.2% | +14.9% | +0.2% |
| 3M | -12.3% | -17.6% | +5.3% | -4.9% |
| 6M | -31.5% | -11.8% | -19.7% | -28.3% |
| YTD | -36.1% | -8.1% | -27.9% | -34.5% |
| 1Y | -54.1% | -12.0% | -42.1% | -52.9% |
| 3Y | -55.8% | +63.3% | -119.1% | -67.5% |
| 5Y | +20.7% | -10.8% | +31.6% | +11.8% |
| All | +393.5% | +215.5% | +178.1% | +172.8% |
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