-35.9%
BTDR vs BURL
-21.5%
-14.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -2.7% |
| 7D | -7.4% | +5.9% | -13.2% | -8.6% |
| 30D | -33.4% | -8.3% | -25.1% | -32.1% |
| 3M | -26.3% | -31.6% | +5.4% | -19.8% |
| 6M | -52.4% | -16.6% | -35.8% | -51.3% |
| YTD | -42.8% | -12.1% | -30.7% | -41.9% |
| 1Y | -63.7% | -10.0% | -53.7% | -63.6% |
| 3Y | +61.5% | +94.3% | -32.8% | +52.0% |
| 5Y | -35.6% | -13.2% | -22.4% | -40.1% |
| All | -35.9% | -21.5% | -14.4% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling