+157.0%
BTI vs BURL
-17.2%
+174.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.4% |
| 7D | -1.0% | +4.1% | -5.1% | -1.3% |
| 30D | +13.0% | -9.5% | +22.4% | +13.7% |
| 3M | +5.3% | -33.5% | +38.8% | +8.1% |
| 6M | +5.3% | -22.1% | +27.4% | +6.9% |
| YTD | +12.4% | -14.6% | +27.0% | +13.2% |
| 1Y | +18.9% | -8.4% | +27.3% | +19.0% |
| 3Y | +144.0% | +86.6% | +57.5% | +125.1% |
| All | +157.0% | -17.2% | +174.2% | +141.6% |
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