-13.2%
BURL vs EFV
+92.6%
-105.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | +5.9% | +2.1% | +3.7% | +3.9% |
| 30D | -8.3% | +3.1% | -11.4% | -10.8% |
| 3M | -31.6% | -1.3% | -30.3% | -30.7% |
| 6M | -16.6% | +6.0% | -22.6% | -21.2% |
| YTD | -12.1% | +15.8% | -27.9% | -24.3% |
| 1Y | -10.0% | +21.1% | -31.1% | -26.0% |
| 3Y | +94.3% | +91.0% | +3.3% | -2.6% |
| 5Y | -13.2% | +94.3% | -107.5% | -58.6% |
| All | -13.2% | +92.6% | -105.8% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling