+1,088.0%
BLDR vs BURL
+1,021.0%
+67.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +7.7% | +1.6% | +6.1% |
| 7D | +24.4% | +10.4% | +14.0% | +19.6% |
| 30D | +24.9% | -4.9% | +29.9% | +27.7% |
| 3M | -7.8% | -29.8% | +22.0% | +5.9% |
| 6M | -5.8% | -16.5% | +10.7% | +0.3% |
| YTD | -32.5% | -10.5% | -21.9% | -30.3% |
| 1Y | -36.7% | -5.3% | -31.4% | -36.9% |
| 3Y | -45.2% | +95.1% | -140.2% | -61.2% |
| 5Y | +6.3% | -12.1% | +18.3% | -0.8% |
| 10Y | +660.4% | +273.2% | +387.2% | +343.4% |
| All | +1,088.0% | +1,021.0% | +67.1% | +450.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling