-38.7%
BTDR vs BURL
-22.1%
-16.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -1.7% | -11.1% | -12.4% |
| 7D | +15.4% | +0.4% | +15.0% | +15.4% |
| 30D | -33.4% | -4.3% | -29.1% | -32.8% |
| 3M | -32.0% | -28.8% | -3.3% | -26.8% |
| 6M | -52.2% | -12.8% | -39.4% | -51.6% |
| YTD | -45.3% | -12.8% | -32.5% | -44.3% |
| 1Y | -56.0% | -12.3% | -43.8% | -55.6% |
| 3Y | +54.4% | +92.7% | -38.3% | +45.7% |
| 5Y | -38.5% | -6.5% | -32.0% | -42.5% |
| All | -38.7% | -22.1% | -16.6% | -43.0% |
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