-33.9%
BTDR vs BURL
-20.5%
-13.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.2% | +5.7% | +8.9% |
| 7D | +7.1% | +7.7% | -0.6% | +5.3% |
| 30D | -31.4% | -7.1% | -24.2% | -30.2% |
| 3M | -39.2% | -30.3% | -8.9% | -34.3% |
| 6M | -50.9% | -15.5% | -35.4% | -49.9% |
| YTD | -41.0% | -11.0% | -30.1% | -40.3% |
| 1Y | -69.9% | -8.4% | -61.5% | -70.0% |
| 3Y | +87.3% | +96.7% | -9.4% | +75.7% |
| 5Y | -33.6% | -14.1% | -19.6% | -38.5% |
| All | -33.9% | -20.5% | -13.4% | -38.9% |
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