-8.8%
BURL vs EFV
+22.1%
-31.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +2.1% |
| 7D | +7.7% | +1.7% | +6.0% | +6.3% |
| 30D | -7.1% | +3.4% | -10.6% | -9.4% |
| 3M | -30.3% | -1.7% | -28.6% | -29.4% |
| 6M | -15.5% | +6.4% | -22.0% | -19.0% |
| YTD | -11.0% | +16.3% | -27.2% | -18.8% |
| All | -8.8% | +22.1% | -31.0% | -17.8% |
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