+104.2%
BURL vs DTE
+57.1%
+47.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.8% | +1.6% | -2.4% | -1.1% |
| 30D | -4.4% | +9.1% | -13.5% | -5.9% |
| 3M | -28.6% | +2.4% | -31.0% | -28.9% |
| 6M | -12.3% | -0.2% | -12.1% | -12.5% |
| YTD | -11.3% | +11.0% | -22.3% | -13.6% |
| 1Y | -10.4% | +3.4% | -13.8% | -11.4% |
| All | +104.2% | +57.1% | +47.1% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling