-50.2%
BLDR vs BURL
+86.7%
-136.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.9% |
| 7D | -3.7% | +4.1% | -7.7% | -4.9% |
| 30D | +16.8% | -9.5% | +26.3% | +21.2% |
| 3M | -13.7% | -33.5% | +19.8% | -0.4% |
| 6M | -21.9% | -22.1% | +0.2% | -15.3% |
| YTD | -39.2% | -14.6% | -24.6% | -36.2% |
| 1Y | -42.6% | -8.4% | -34.3% | -41.9% |
| 3Y | -50.2% | +86.6% | -136.8% | -55.0% |
| All | -50.2% | +86.7% | -136.9% | -55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling