-14.2%
BURL vs EFV
+19.5%
-33.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.9% |
| 7D | -1.6% | +2.5% | -4.1% | -3.5% |
| 30D | -7.7% | +2.9% | -10.7% | -9.6% |
| 3M | -31.7% | -1.4% | -30.2% | -30.9% |
| 6M | -15.2% | +5.5% | -20.7% | -18.1% |
| YTD | -15.9% | +16.1% | -32.0% | -22.7% |
| 1Y | -14.2% | +20.3% | -34.5% | -21.6% |
| All | -14.2% | +19.5% | -33.7% | -21.6% |
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