+89.6%
BURL vs EFV
+86.9%
+2.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.1% | -1.4% |
| 7D | +3.5% | +0.3% | +3.2% | +3.3% |
| 30D | -9.3% | +1.2% | -10.4% | -10.1% |
| 3M | -32.1% | -2.1% | -30.0% | -30.9% |
| 6M | -19.8% | +6.4% | -26.2% | -23.7% |
| YTD | -13.2% | +14.8% | -28.0% | -22.8% |
| 1Y | -7.8% | +22.4% | -30.3% | -22.5% |
| All | +89.6% | +86.9% | +2.7% | +10.1% |
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 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