+597.4%
BLDR vs BURL
+261.4%
+336.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.3% | +3.6% |
| 7D | -2.7% | +7.7% | -10.4% | -5.7% |
| 30D | +24.8% | -7.1% | +32.0% | +29.3% |
| 3M | -11.7% | -30.3% | +18.6% | +3.3% |
| 6M | -14.8% | -15.5% | +0.8% | -9.1% |
| YTD | -35.9% | -11.0% | -24.9% | -33.5% |
| 1Y | -39.7% | -8.4% | -31.3% | -39.0% |
| 3Y | -45.6% | +96.7% | -142.2% | -63.3% |
| 5Y | -2.5% | -14.1% | +11.5% | -8.1% |
| 10Y | +597.4% | +255.1% | +342.3% | +297.2% |
| All | +597.4% | +261.4% | +336.0% | +297.2% |
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