+216.9%
BURL vs EFV
+165.7%
+51.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.8% | +2.8% |
| 7D | -2.8% | +1.5% | -4.3% | -4.3% |
| 30D | -28.2% | +1.7% | -29.9% | -29.5% |
| 3M | -17.6% | +8.6% | -26.2% | -24.4% |
| 6M | -11.8% | +11.7% | -23.5% | -21.4% |
| YTD | -8.1% | +19.3% | -27.4% | -23.9% |
| 1Y | -12.0% | +30.2% | -42.2% | -33.5% |
| 3Y | +63.3% | +91.6% | -28.3% | -18.7% |
| 5Y | -10.8% | +96.4% | -107.2% | -56.8% |
| All | +216.9% | +165.7% | +51.2% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling