-10.7%
BURL vs DTE
+33.5%
-44.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | -28.2% | -2.6% | -25.6% | -27.7% |
| 3M | -17.6% | -3.9% | -13.7% | -17.0% |
| 6M | -11.8% | -7.9% | -3.9% | -10.2% |
| YTD | -8.1% | +7.2% | -15.3% | -10.4% |
| 1Y | -12.0% | +3.1% | -15.0% | -13.2% |
| 3Y | +63.3% | +47.6% | +15.7% | +39.7% |
| All | -10.7% | +33.5% | -44.1% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling