-29.7%
BTDR vs BURL
-9.5%
-20.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.9% | +8.8% | +9.4% |
| 7D | +7.7% | -0.8% | +8.5% | +8.1% |
| 30D | -24.1% | -4.4% | -19.7% | -23.3% |
| 3M | -19.1% | -28.6% | +9.5% | -12.6% |
| 6M | -46.6% | -12.3% | -34.3% | -46.0% |
| YTD | -37.3% | -11.3% | -26.0% | -36.4% |
| 1Y | -53.2% | -10.4% | -42.8% | -53.0% |
| 3Y | +77.1% | +96.1% | -19.0% | +65.2% |
| 5Y | -29.7% | -5.0% | -24.7% | -34.9% |
| All | -29.7% | -9.5% | -20.2% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling