-53.2%
BTDR vs BURL
-9.1%
-44.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.9% | +8.8% | +9.6% |
| 7D | +7.7% | -0.8% | +8.5% | +7.8% |
| 30D | -24.1% | -4.4% | -19.7% | -23.5% |
| 3M | -19.1% | -28.6% | +9.5% | -15.8% |
| 6M | -46.6% | -12.3% | -34.3% | -48.5% |
| YTD | -37.3% | -11.3% | -26.0% | -36.5% |
| 1Y | -53.2% | -10.4% | -42.8% | -52.5% |
| All | -53.2% | -9.1% | -44.1% | -52.5% |
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