+124.2%
BTI vs BURL
+254.9%
-130.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -3.0% | -0.8% | -2.2% | -3.0% |
| 30D | +9.8% | -4.4% | +14.2% | +10.2% |
| 3M | +9.2% | -28.6% | +37.8% | +13.1% |
| 6M | +4.0% | -12.3% | +16.3% | +5.1% |
| YTD | +12.7% | -11.3% | +24.0% | +13.4% |
| 1Y | +15.9% | -10.4% | +26.4% | +16.3% |
| 3Y | +148.9% | +96.1% | +52.9% | +119.2% |
| 5Y | +152.8% | -5.0% | +157.8% | +140.0% |
| 10Y | +124.2% | +251.8% | -127.6% | +85.6% |
| All | +124.2% | +254.9% | -130.7% | +85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling