-69.4%
BTDR vs BURL
-4.6%
-64.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +7.7% | -13.3% | -6.1% |
| 7D | -17.6% | +10.4% | -28.0% | -18.1% |
| 30D | -40.3% | -4.9% | -35.3% | -39.8% |
| 3M | -42.6% | -29.8% | -12.9% | -40.3% |
| 6M | -46.3% | -16.5% | -29.8% | -46.9% |
| YTD | -41.7% | -10.5% | -31.2% | -41.3% |
| 1Y | -69.4% | -5.3% | -64.1% | -68.6% |
| All | -69.4% | -4.6% | -64.8% | -68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling