-41.7%
BLDR vs BURL
-9.1%
-32.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.3% |
| 7D | -10.3% | -0.8% | -9.5% | -10.0% |
| 30D | +19.6% | -4.4% | +24.0% | +20.7% |
| 3M | -17.0% | -28.6% | +11.6% | -9.0% |
| 6M | -16.7% | -12.3% | -4.5% | -14.5% |
| YTD | -39.4% | -11.3% | -28.1% | -36.0% |
| 1Y | -41.7% | -10.4% | -31.3% | -38.1% |
| All | -41.7% | -9.1% | -32.6% | -38.1% |
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 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