-12.0%
BURL vs EFV
+30.7%
-42.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.8% | +2.7% |
| 7D | -2.8% | +1.5% | -4.3% | -3.8% |
| 30D | -28.2% | +1.7% | -29.9% | -29.0% |
| 3M | -17.6% | +8.6% | -26.2% | -22.4% |
| 6M | -11.8% | +11.7% | -23.4% | -19.1% |
| YTD | -8.1% | +19.3% | -27.4% | -19.5% |
| 1Y | -12.0% | +30.2% | -42.2% | -28.1% |
| All | -12.0% | +30.7% | -42.6% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling