+23.8%
BTDR vs BURL
-18.0%
+41.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +3.3% |
| 7D | +20.0% | -2.8% | +22.8% | +20.6% |
| 30D | +11.9% | -28.2% | +40.1% | +20.5% |
| 3M | -36.9% | -17.6% | -19.3% | -34.5% |
| 6M | +56.5% | -11.8% | +68.3% | +59.4% |
| YTD | +10.4% | -8.1% | +18.6% | +11.4% |
| 1Y | +3.1% | -12.0% | +15.0% | +4.0% |
| 3Y | -2.6% | +63.3% | -65.9% | -8.8% |
| 5Y | +25.2% | -10.8% | +36.0% | +15.4% |
| All | +23.8% | -18.0% | +41.8% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling