+240.7%
BURL vs BTG
+144.4%
+96.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.8% |
| 7D | +4.1% | +17.4% | -13.3% | +3.0% |
| 30D | -9.5% | +8.0% | -17.5% | -10.0% |
| 3M | -33.5% | +32.5% | -66.0% | -35.0% |
| 6M | -22.1% | +21.6% | -43.7% | -23.6% |
| YTD | -14.6% | +21.2% | -35.8% | -16.6% |
| 1Y | -8.4% | +43.9% | -52.2% | -11.8% |
| 3Y | +86.6% | +78.6% | +8.0% | +74.1% |
| 5Y | -17.2% | +48.8% | -66.0% | -22.8% |
| All | +240.7% | +144.4% | +96.2% | +221.7% |
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