+169.5%
BTI vs BURL
+987.9%
-818.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.5% |
| 7D | +3.3% | +3.5% | -0.2% | +2.9% |
| 30D | +19.0% | -9.3% | +28.3% | +20.2% |
| 3M | +6.4% | -32.1% | +38.5% | +10.8% |
| 6M | +7.7% | -19.8% | +27.5% | +9.8% |
| YTD | +14.6% | -13.2% | +27.8% | +15.6% |
| 1Y | +22.0% | -7.8% | +29.9% | +21.9% |
| 3Y | +148.4% | +89.3% | +59.1% | +121.5% |
| 5Y | +161.3% | -15.8% | +177.1% | +152.3% |
| 10Y | +119.5% | +262.2% | -142.7% | +73.7% |
| All | +169.5% | +987.9% | -818.5% | +101.9% |
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