-49.6%
BTDR vs BURL
-15.0%
-34.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.6% | -5.1% | -8.2% |
| 7D | -6.9% | -1.6% | -5.3% | -6.5% |
| 30D | -31.5% | -7.7% | -23.8% | -30.6% |
| 3M | -36.1% | -31.7% | -4.4% | -33.5% |
| 6M | -57.6% | -15.2% | -42.5% | -59.1% |
| YTD | -50.0% | -15.9% | -34.1% | -48.7% |
| 1Y | -49.6% | -14.2% | -35.4% | -47.7% |
| All | -49.6% | -15.0% | -34.5% | -47.7% |
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