+68.2%
BTI vs BURL
+217.6%
-149.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.4% |
| 7D | -1.4% | -2.8% | +1.4% | -1.1% |
| 30D | -6.6% | -28.2% | +21.5% | -3.1% |
| 3M | -3.0% | -17.6% | +14.6% | -0.9% |
| 6M | -6.7% | -11.8% | +5.1% | -5.7% |
| YTD | +0.6% | -8.1% | +8.7% | +1.0% |
| 1Y | +5.6% | -12.0% | +17.5% | +6.2% |
| 3Y | +110.3% | +63.3% | +47.0% | +90.1% |
| 5Y | +114.3% | -10.8% | +125.1% | +106.0% |
| All | +68.2% | +217.6% | -149.4% | +39.2% |
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