+902.7%
BURL vs EFV
+144.6%
+758.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.1% | -1.3% |
| 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% | -30.8% |
| 6M | -19.8% | +6.4% | -26.2% | -24.1% |
| YTD | -13.2% | +14.8% | -28.0% | -23.5% |
| 1Y | -7.8% | +22.4% | -30.3% | -23.4% |
| 3Y | +89.3% | +86.6% | +2.7% | +7.2% |
| 5Y | -15.8% | +90.4% | -106.2% | -53.1% |
| 10Y | +262.2% | +164.4% | +97.7% | +55.5% |
| All | +902.7% | +144.6% | +758.1% | +332.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling