+160.1%
BTI vs BURL
+970.5%
-810.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.3% |
| 7D | -1.0% | +4.1% | -5.1% | -1.5% |
| 30D | +13.0% | -9.5% | +22.4% | +14.1% |
| 3M | +3.7% | -33.5% | +37.2% | +8.2% |
| 6M | +3.7% | -22.1% | +25.7% | +6.1% |
| YTD | +10.6% | -14.6% | +25.2% | +11.8% |
| 1Y | +17.1% | -8.4% | +25.4% | +17.1% |
| 3Y | +140.2% | +86.6% | +53.7% | +114.6% |
| 5Y | +152.2% | -17.2% | +169.4% | +144.0% |
| 10Y | +111.9% | +256.4% | -144.5% | +68.0% |
| All | +160.1% | +970.5% | -810.4% | +95.2% |
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 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