+113.6%
BTI vs BURL
+252.7%
-139.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.3% |
| 7D | -1.0% | +4.1% | -5.1% | -1.5% |
| 30D | +13.0% | -9.5% | +22.4% | +14.2% |
| 3M | +5.3% | -33.5% | +38.8% | +10.1% |
| 6M | +5.3% | -22.1% | +27.4% | +7.9% |
| YTD | +12.4% | -14.6% | +27.0% | +13.6% |
| 1Y | +18.9% | -8.4% | +27.3% | +18.9% |
| 3Y | +144.0% | +86.6% | +57.5% | +116.1% |
| 5Y | +156.3% | -17.2% | +173.4% | +148.4% |
| All | +113.6% | +252.7% | -139.0% | +75.0% |
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