+21.1%
BLDR vs BURL
-11.0%
+32.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.5% |
| 7D | -2.8% | -2.8% | -0.1% | -1.8% |
| 30D | -13.3% | -28.2% | +14.9% | -1.4% |
| 3M | -12.3% | -17.6% | +5.3% | -5.7% |
| 6M | -31.5% | -11.8% | -19.7% | -28.6% |
| YTD | -36.1% | -8.1% | -27.9% | -34.6% |
| 1Y | -54.1% | -12.0% | -42.1% | -52.9% |
| 3Y | -55.8% | +63.3% | -119.1% | -65.8% |
| All | +21.1% | -11.0% | +32.1% | +17.5% |
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