-6.5%
BURL vs BTG
+30.7%
-37.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -1.2% |
| 7D | +0.4% | -5.9% | +6.3% | +1.1% |
| 30D | -4.3% | -5.0% | +0.6% | -4.0% |
| 3M | -28.8% | -4.5% | -24.3% | -28.7% |
| 6M | -12.8% | -7.0% | -5.8% | -12.8% |
| YTD | -12.8% | +11.4% | -24.2% | -16.3% |
| 1Y | -12.3% | +20.1% | -32.4% | -17.0% |
| 3Y | +92.7% | +81.5% | +11.2% | +61.8% |
| 5Y | -6.5% | +32.1% | -38.7% | -17.7% |
| All | -6.5% | +30.7% | -37.2% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling