-2.9%
BTDR vs BURL
+63.9%
-66.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +2.7% |
| 7D | +20.0% | -2.8% | +22.8% | +21.3% |
| 30D | +11.9% | -28.2% | +40.1% | +29.9% |
| 3M | -36.9% | -17.6% | -19.3% | -32.2% |
| 6M | +56.5% | -11.8% | +68.3% | +60.9% |
| YTD | +10.4% | -8.1% | +18.6% | +10.9% |
| 1Y | +3.1% | -12.0% | +15.0% | +3.7% |
| All | -2.9% | +63.9% | -66.8% | -20.8% |
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