-39.9%
BTDR vs BURL
-23.7%
-16.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -1.6% | +14.9% | +13.6% |
| 7D | -10.4% | +4.1% | -14.4% | -11.2% |
| 30D | -42.2% | -9.5% | -32.7% | -40.9% |
| 3M | -42.8% | -33.5% | -9.3% | -37.5% |
| 6M | -60.2% | -22.1% | -38.1% | -58.5% |
| YTD | -46.3% | -14.6% | -31.8% | -45.2% |
| 1Y | -71.7% | -8.4% | -63.3% | -71.8% |
| 3Y | +54.6% | +86.6% | -31.9% | +46.4% |
| 5Y | -39.5% | -17.2% | -22.4% | -43.4% |
| All | -39.9% | -23.7% | -16.1% | -43.9% |
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