+64.2%
BURL vs BTG
+102.4%
-38.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.7% |
| 7D | -2.8% | -0.9% | -1.9% | -2.7% |
| 30D | -28.2% | +36.8% | -65.0% | -30.1% |
| 3M | -17.6% | +23.1% | -40.7% | -19.2% |
| 6M | -11.8% | +3.5% | -15.2% | -12.5% |
| YTD | -8.1% | +25.5% | -33.6% | -11.3% |
| 1Y | -12.0% | +40.1% | -52.0% | -16.8% |
| All | +64.2% | +102.4% | -38.3% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling