-46.9%
BTDR vs BURL
-22.5%
-24.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.9% | -15.7% | -18.0% |
| 7D | -29.9% | +3.5% | -33.4% | -30.5% |
| 30D | -51.3% | -9.3% | -42.0% | -50.3% |
| 3M | -52.0% | -32.1% | -19.9% | -47.8% |
| 6M | -57.5% | -19.8% | -37.6% | -55.9% |
| YTD | -52.6% | -13.2% | -39.4% | -51.7% |
| 1Y | -76.0% | -7.8% | -68.1% | -76.0% |
| 3Y | +33.1% | +89.3% | -56.2% | +25.6% |
| 5Y | -46.6% | -15.8% | -30.8% | -50.2% |
| All | -46.9% | -22.5% | -24.4% | -50.6% |
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 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