-11.6%
BLDR vs BURL
-7.3%
-4.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.8% | -2.9% |
| 7D | -8.2% | +0.4% | -8.7% | -8.3% |
| 30D | +16.3% | -4.3% | +20.6% | +18.6% |
| 3M | -17.0% | -28.8% | +11.8% | -5.2% |
| 6M | -17.4% | -12.8% | -4.6% | -13.6% |
| YTD | -41.6% | -12.8% | -28.8% | -39.0% |
| 1Y | -43.5% | -12.3% | -31.3% | -41.8% |
| 3Y | -51.6% | +92.7% | -144.3% | -65.3% |
| 5Y | -11.6% | -6.5% | -5.0% | -14.7% |
| All | -11.6% | -7.3% | -4.3% | -14.7% |
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