+251.8%
BURL vs DTE
+151.0%
+100.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -0.8% | +1.6% | -2.4% | -1.5% |
| 30D | -4.4% | +9.1% | -13.5% | -8.5% |
| 3M | -28.6% | +2.4% | -31.0% | -29.4% |
| 6M | -12.3% | -0.2% | -12.1% | -12.5% |
| YTD | -11.3% | +11.0% | -22.3% | -16.7% |
| 1Y | -10.4% | +3.4% | -13.8% | -12.8% |
| 3Y | +96.1% | +57.1% | +39.0% | +47.7% |
| 5Y | -5.0% | +46.6% | -51.6% | -27.7% |
| 10Y | +251.8% | +151.3% | +100.5% | +111.9% |
| All | +251.8% | +151.0% | +100.8% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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