+142.2%
BTI vs BURL
+95.8%
+46.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -1.5% |
| 7D | -2.9% | +7.7% | -10.6% | -3.2% |
| 30D | +8.3% | -7.1% | +15.4% | +8.4% |
| 3M | +2.9% | -30.3% | +33.2% | +3.9% |
| 6M | +6.2% | -15.5% | +21.8% | +6.9% |
| YTD | +10.9% | -11.0% | +21.9% | +11.5% |
| 1Y | +16.6% | -8.4% | +25.0% | +17.0% |
| 3Y | +142.2% | +96.7% | +45.6% | +129.2% |
| All | +142.2% | +95.8% | +46.4% | +129.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling