+131.9%
BTI vs BURL
+232.1%
-100.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.0% | +1.8% |
| 7D | +1.6% | -1.6% | +3.2% | +1.8% |
| 30D | +9.2% | -7.7% | +17.0% | +10.1% |
| 3M | +9.6% | -31.7% | +41.3% | +14.2% |
| 6M | -2.4% | -15.2% | +12.7% | -1.1% |
| YTD | +14.2% | -15.9% | +30.2% | +15.6% |
| 1Y | +20.3% | -14.2% | +34.5% | +21.2% |
| 3Y | +147.4% | +93.5% | +53.9% | +117.8% |
| 5Y | +155.4% | -9.9% | +165.3% | +143.9% |
| All | +131.9% | +232.1% | -100.2% | +91.2% |
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