+136.4%
BTI vs BURL
+1,051.1%
-914.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.2% |
| 3M | -3.0% | -17.6% | +14.6% | -1.0% |
| 6M | -6.7% | -11.8% | +5.1% | -5.8% |
| YTD | +0.6% | -8.1% | +8.7% | +1.0% |
| 1Y | +5.6% | -12.0% | +17.5% | +6.1% |
| 3Y | +110.3% | +63.3% | +47.0% | +91.5% |
| 5Y | +114.3% | -10.8% | +125.1% | +105.7% |
| 10Y | +67.7% | +215.9% | -148.3% | +34.4% |
| All | +136.4% | +1,051.1% | -914.7% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling