+502.3%
BLDR vs BURL
+254.9%
+247.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.4% |
| 7D | -10.3% | -0.8% | -9.5% | -9.9% |
| 30D | +19.6% | -4.4% | +24.0% | +22.3% |
| 3M | -17.0% | -28.6% | +11.6% | -3.9% |
| 6M | -16.7% | -12.3% | -4.5% | -12.7% |
| YTD | -39.4% | -11.3% | -28.1% | -37.0% |
| 1Y | -41.7% | -10.4% | -31.3% | -40.4% |
| 3Y | -49.9% | +96.1% | -145.9% | -66.2% |
| 5Y | -7.6% | -5.0% | -2.6% | -17.0% |
| 10Y | +502.3% | +251.8% | +250.5% | +240.1% |
| All | +502.3% | +254.9% | +247.4% | +240.1% |
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