-5.3%
BURL vs BTG
+24.4%
-29.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +8.7% | -1.0% | +7.6% |
| 7D | +10.4% | -0.2% | +10.6% | +10.2% |
| 30D | -4.9% | -0.8% | -4.2% | -5.1% |
| 3M | -29.8% | +31.8% | -61.6% | -29.9% |
| 6M | -16.5% | +20.4% | -36.9% | -16.7% |
| YTD | -10.5% | +14.7% | -25.3% | -9.4% |
| 1Y | -5.3% | +29.4% | -34.7% | -0.9% |
| All | -5.3% | +24.4% | -29.7% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling