+86.6%
BURL vs EFV
+84.2%
+2.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.4% |
| 7D | +4.1% | -0.7% | +4.7% | +4.8% |
| 30D | -9.5% | +0.9% | -10.3% | -10.0% |
| 3M | -33.5% | -3.6% | -30.0% | -31.4% |
| 6M | -22.1% | +2.5% | -24.6% | -23.6% |
| YTD | -14.6% | +13.2% | -27.8% | -23.2% |
| 1Y | -8.4% | +20.3% | -28.7% | -21.8% |
| 3Y | +86.6% | +84.9% | +1.6% | +9.6% |
| All | +86.6% | +84.2% | +2.3% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling