-2.6%
BLDR vs BURL
-15.9%
+13.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.9% | -2.8% | -4.6% |
| 7D | +3.9% | +3.5% | +0.4% | +2.6% |
| 30D | +16.5% | -9.3% | +25.8% | +21.2% |
| 3M | -13.7% | -32.1% | +18.4% | +0.1% |
| 6M | -12.2% | -19.8% | +7.7% | -5.1% |
| YTD | -36.3% | -13.2% | -23.2% | -33.5% |
| 1Y | -41.3% | -7.8% | -33.5% | -40.8% |
| 3Y | -48.3% | +89.3% | -137.7% | -62.5% |
| 5Y | -2.6% | -15.8% | +13.2% | -5.3% |
| All | -2.6% | -15.9% | +13.3% | -5.3% |
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