+87.3%
BTDR vs BURL
+95.8%
-8.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.2% | +5.7% | +8.0% |
| 7D | +7.1% | +7.7% | -0.6% | +3.7% |
| 30D | -31.4% | -7.1% | -24.2% | -29.1% |
| 3M | -39.2% | -30.3% | -8.9% | -29.1% |
| 6M | -50.9% | -15.5% | -35.4% | -49.3% |
| YTD | -41.0% | -11.0% | -30.1% | -40.3% |
| 1Y | -69.9% | -8.4% | -61.5% | -70.6% |
| 3Y | +87.3% | +96.7% | -9.4% | +74.9% |
| All | +87.3% | +95.8% | -8.5% | +74.9% |
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 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