-9.4%
BLDR vs BURL
-10.8%
+1.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +2.4% |
| 7D | -3.0% | -1.6% | -1.4% | -2.3% |
| 30D | +20.1% | -7.7% | +27.9% | +24.3% |
| 3M | -17.5% | -31.7% | +14.1% | -4.3% |
| 6M | -16.1% | -15.2% | -0.9% | -11.3% |
| YTD | -41.0% | -15.9% | -25.1% | -37.5% |
| 1Y | -41.6% | -14.2% | -27.4% | -39.3% |
| 3Y | -50.8% | +93.5% | -144.3% | -64.8% |
| All | -9.4% | -10.8% | +1.3% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling