+216.5%
BURL vs BTG
+137.0%
+79.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.7% |
| 7D | -2.8% | -0.9% | -1.9% | -2.8% |
| 30D | -28.2% | +36.8% | -65.0% | -29.7% |
| 3M | -17.6% | +23.1% | -40.7% | -18.9% |
| 6M | -11.8% | +3.5% | -15.2% | -12.5% |
| YTD | -8.1% | +25.5% | -33.6% | -10.3% |
| 1Y | -12.0% | +40.1% | -52.0% | -15.0% |
| 3Y | +63.3% | +101.1% | -37.8% | +52.0% |
| 5Y | -10.8% | +70.6% | -81.4% | -16.8% |
| All | +216.5% | +137.0% | +79.6% | +201.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling