+48.5%
BTDR vs BURL
+87.4%
-38.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.6% | -5.1% | -7.0% |
| 7D | -6.9% | -1.6% | -5.3% | -5.8% |
| 30D | -31.5% | -7.7% | -23.8% | -29.0% |
| 3M | -36.1% | -31.7% | -4.4% | -24.6% |
| 6M | -57.6% | -15.2% | -42.5% | -56.5% |
| YTD | -50.0% | -15.9% | -34.1% | -48.0% |
| 1Y | -49.6% | -14.2% | -35.4% | -49.1% |
| 3Y | +48.5% | +93.5% | -45.0% | +49.6% |
| All | +48.5% | +87.4% | -38.9% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling