+153.2%
BTI vs BURL
-14.7%
+167.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.3% |
| 7D | -0.1% | +5.9% | -6.0% | -0.5% |
| 30D | +9.6% | -8.3% | +17.9% | +10.1% |
| 3M | +8.3% | -31.6% | +40.0% | +10.9% |
| 6M | +7.5% | -16.6% | +24.1% | +8.6% |
| YTD | +12.3% | -12.1% | +24.3% | +12.9% |
| 1Y | +16.2% | -10.0% | +26.2% | +16.5% |
| 3Y | +148.0% | +94.3% | +53.7% | +128.0% |
| 5Y | +153.2% | -13.2% | +166.5% | +137.3% |
| All | +153.2% | -14.7% | +167.9% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling